As Marko discussed, this is normal behaviour.
I do recall an old article from way back by Frank van Puffelen that discussed this and a Binary Event Tracker to allow these "implicitly published binaries" to show up as published/unpublished.
Its quite old so had to to dig it out via the Wayback Machine!
Why would you expect it?
Add binary method just adds binary to the package. Publish state is changed when item is published to delivery as a separate item and is present in broker db as Component Presentation.
AddBinary will not do that.