Hi,
It is not designed that way.
The word "sync" is effectively a misnomer in this case.
The phrase "Display on all Devices" describes what it does more effectively.
Each iMessage is addressed either to an iPhone Number or Apple ID.
Each iMessages that could be sent to several registered devices is then flagged to be delivered to those devices.
The server attempt to Push the iMessages to the registered devices until such time that the device accepts it.
There is no link between that device and the other that might also receive it.
It can be somewhat beneficial if it is thought of as the iMessage Server "copies" the iMessages fro delivery to the registered devices and effectively delivers them independently.
You could ask apple to change that http://www.apple.com/feedback/messages.html

7:45 pm Monday; August 1, 2016
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