Flying the fly-by-wire Airbus in direct law indeed makes this much clearer.
The situation is the same, artificial feel on the control, and a completely separate trimming of the horizontal stabilizer.
But the sidestick is just centered by a spring so it is obvious that it's load will not change until you release it (and it centers). Just running the trim can't and won't change the load while holding it deflected.
With a conventional yoke somehow the expectation remains that the trim would relief the load.