Hi,
SonarLint will indeed download plugins from the server in connected mode, and not use the one embedded. This is to ensure similar behavior (different versions of our analyzers could produce different issues for the same code/rule).
You can enable verbose logs to see more details of what is happening during the update of the binding.
Also, if you have not the same issues reported by SonarLint and the server, this might come from various reasons (for example third party rules). Please read the FAQ for more details.