Right you are Robert. EA displays stereotypes for classes and objects (among other things) but not for actors. If you switch the actor to use rectangle notation the stereotype is displayed just as you want, but the notation probably defeats your (nifty!) idea for matrix organization display. [As a project manager from way back I applaud anything that helps explain - versus "chart" - the structure of an organization.]
I don't have my 'official' UML reference and user manuals at hand, and I have not invested in the 2.0 versions, so I cannot remember what OMG has to say about this. In several cases the suggested usage omits stereotypes for some types of graphics.
Scott W. Ambler's book
"The Elements of UML 2.0 Style" does show a single instance of a stereotyped actor. In this case the stereotype appears underneath the actor name (at the bottom). [If you don't have your own usage guidelines you really should get Ambler's book. It's really inexpensive and provides an excellent commentary. You can use it as is, or as a point of departure for your own corporate style.]
The various elements you often see in (for example) UP business use cases, etc. are available on some of the EA toolbars. You'll note that when you drop one of these on a diagram you will get a stereotyped Object element. Such stereotypes as control, boundary, entity and the various variations on worker will produce a different graphic (depending on EA diagram settings). You can also set these stereotypes for classes and get the same results.
This might produce much of what you want. If not, consider creating some shape scripts. [No, the documentation is not up to date, and yes, Sparx is working on that, so it will soon be.]
What you'd need to do would be to set the script up to write the stereotype above (or wherever you prefer) the glyph. Remember to position the glyph appropriately. The nice thing is that you can create alternate glyphs, adorn them, and adjust such things as color. [I
think adornments are available for actors, but in any case Sparx has been adding this feature to more classifiers so might add this it you ask.]
It's certainly a bit of work, but you can export the results as reference data and reuse the work wherever you want.
You could even share this with the community through the EA user group...

All this said, I would be delighted if Sparx offered us the the ability to optionally display actor stereotypes, just as they do with classes.