I have a different problem, but your issue definitely sounds like a bug! My issue is that I have different banners on different devices, i.e., 3000 on my iPad, and 4000 on my iPhone. My issue is: https://community.king.com/en/candy-crush-saga/discussion/comment/2028806
Thank you for the response. I am aware of how to receive the milestone banner. In my post I stated that I had completed the challenge twice: once after level 3000, and a second time after reaching level 4000. My issue is not the lack of a milestone banner. My issue is that the banners are inconsistent on my two devices.