I have experienced exactly the same. I was expecting Homey to pick up on the signal from the “direct linked” remote, but it does not. Actually, it even looses the ability to change color from the remote as well - only on/off and dim up/down works.
I have tried to explain this issue to Athom, but I’m unsure if they understood the issue.
Here is the answer I got from support:
The situation you’re describing when you carry out a command directly to the light without interposition of your Homey Pro is correct. Homey doesn’t pull a signal from your Ikea bulb without given a command.
When you make multiple flow in combination with your remote buttons you can mimic its default settings like you would make use of the IKEA HUB.
When you add a remote to Homey Pro without link an action, it doesn’t do much.
To me this does not sound like they completely understand - I never expected Homey to “pull” anything from the lightbulb - I expected the remote that is included in Homeys Zigbee network to update the state (or that I at least to could set the state manually).
Dimming with flows is a bad experience sadly…
