The weather information that Apple Weather receives is not coming from a dirigible hovering over your location that might report real-time weather. Instead, Apple Weather is a conduit for relayed weather data to Apple that is then provided to the Apple Weather app. There will be appropriate delays in that reported weather and depending upon that weather data source, it may even be wrong even after accounting for transmission delays.
Some storms are just small enough, and for example, I am five miles from the local Airport which is a relay for weather data from the National Weather Service. There have been times when there has been a raging T-Storm at the Airport and sunny skies overhead at my residence.
I don't use the Apple Weather app. I use a web page from the National Weather Service to be aware of forecasts, and I use RadarScope to track storms crossing the state to know in advance, their direction, wind, hail size, and intensity. I can even get information on rotation in those storms and radar detected or ground reports of hail size.