Leviton’s Vizia RF+ dimmers have instant status, but Vizia RF dimmers (like the one you purchased) do not. In the past, Leviton had to pay to license Lutron’s instant status patents, so their Vizia RF+ devices were nearly double the cost of their Vizia RF devices. Lutron’s patents expired earlier this year, but Leviton hasn’t updated their Vizia RF+ pricing to reflect this yet.
The good news is that HomeSeer’s HS-WD100+ dimmers just came out a few days ago. They have Z-Wave Plus and instant status for only $45. (That price wouldn’t have been possible before Lutron’s patents expired.) I haven’t tried them yet, but on paper, they are the best Z-Wave dimmers.