Updated: January 2017.
Most Z-Wave devices being sold on the market do not report status changes when they are controlled locally. This is because implementing this functionality, called Instant Status, required paying a license fee to a patent holder. See Patent number US 5905442 A by Lutron Electronics.
Prior to 2017 only a few switches on the market shipped with Instant Status. Starting in the fall of 2016 more manufacturers should start supporting Instant Status due to the expiration of the patent.
Without the Instant Status functionality, Automation controllers will not reliably know the state of the Z-Wave device. There are 3 ways to address this.
1. Use Leviton RF+, Cooper, ZWP or other devices that do support Instant Status. Please note that not all of their models will support Instant Status; be sure to verify the device model numbers carefully.
2. Polling the devices using rules. Pay special attention to how much traffic you generate with this. For larger networks, it may not be possible to query all switches or query the switches as often as you might want. Maybe some switches can be queried hourly, others every 10 minutes, but do not try and query more often that about 5 seconds. In the end your specific network layout and setup will determine how much polling you can do without affecting performance of your lighting control.
3. eKeypad has a special control row with only an ON and OFF button but no status indicator. It is there specifically for this scenario so you can control the light irregardless of the state eKeypad thinks the device is in.
Update. It seems the patent at the root cause of this has expired in 2016. More manufacturers should start shipping Z-Wave devices with Instant Status functionality. But there are still a lot of legacy products that do not and will never support Instant Status.