This is the way any secondary zwave controller works, not just SmartThings. Primary/Secondary really never worked right and unfortunately hasn’t been fixed in the years since it was introduced. At some point Silicon Labs stopped requiring it actually function for hub certification. Some hubs don’t even bother supporting all the features of secondary because they don’t work anyway.
ST does support it in theory but as you mentioned one of the limitations is that the device list is only copied to secondary controllers at the time they are included to the primary. This is the way it works. The only way to get a secondary to update its device list is to exclude and re-include it back to the primary.
@JDRoberts has more information about secondary controllers in this thread: FAQ: Zwave Secondary Hub Basics
Don’t use secondary’s for anything other than a utility. I’ve used them often to do firmware updates but never as an actual controller with logic. They get removed after they’ve done their work.
Some work has been done in the community with Edge drivers to support the Vizia-RF 4 button scene controllers natively in ST, not sure if they allow for the same customization as your Windows app does. See this thread: [ST EDGE] SmartThings Edge Driver for Leviton VRCS4-M0Z and VRCS4-MRZ (Beta)