The dimensions are only updated on reloads. The measures are refreshed when selections are changed - not a completly auto refresh. Furthermore there is a caching mechanism involved so refresh on the measures isn't done with every selection if they fall inside the direct cache interval.
Bottom-line Direct Discovery is not real-time.
The caching time can be set with a Environment Variable in Qlik Sense / QlikView:
SET DirectCacheSeconds= 15;
Have a look at the "QlikView Direct Discovery FAQ" which will answer most questions concerning Direct Discovery.