You can now set Fn keys to always show. Now, as in since one or two MacOS versions ago. More so, you can actually set Fn to show _only_ for certain apps. For instance, when I remote desktop to a Windows machine, I usually use Visual Studio, and Fn keys are a must. Therefore, I set it up to always show Fn keys when Remote Desktop has focus.

I am honestly surprised how much people complain without actually digging a bit. This is not aimed at you OP, don't take it personally. :)

Edit: granted, Apple doesn't do much to let us know about such improvements. Maybe it's in some release notes, but I found out about this feature while playing with the settings.