That it how it is supposed to work in Smart Route. The deeper network has it own built in list that will route through the DPN for sites it has pre set. It allows the user to then add their own sites to the list.
This allows for your local, safe sites to have direct connection, eg online banking.
The user can then add any sites they want to stay anonymous on, to route through the DPN.
The user can also add certain sites to route through different DPN's. Site A can route through one DPN whilst Site B can route through another DPN simultaneously.
It is a great feature but very poorly implemented.
In my opinion, the DPN Full mode should be the default setting and the user can then create a white list to allow site a direct route.
Checking your IP on ipleak.net in Smart Route mode will obviously show your real IP as it is not classed as an unsafe site and not listed in the Deeper Networks unsafe list.
The concept of this device is brilliant however a hell of a lot more work needs to be done to make it great. Hopefully they listen to its users base and get it to where it needs to be. It will be a major fail if it does not. I feel they need to move faster than they are or there will be a huge amount of very unhappy customers.