There are a couple of things you might try. If this only happens when you are zoomed "away" from the model as it looks like you are, there is a config option skip_small_surfaces they may be turned on (option set to yes).
Option LODS_enabled also controls the quality of surfaces but I think it only applies while spinning.
The configuration options are located under FILE - OPTIONS and then in MODEL DISPLAY tab or the configuration editor tab if you simply want to search for option by name.
Steve Williams Pro/E Version 15/16 (Circa 1995/1996)