I think this sometimes works and doesn't other times, is the shape may not have been duplicated, or first filled with the colour you have now created as a global colour.
A quick example, create three circles, 2 of these are filled with a colour that is set as a global colour, the other circle fill with the same colour, but not by selecting the global colour from the pallet, use the colour picker for example.
Then when you double click on the Global Colour within the pallet, and change the colour, you should see 2 circles change in real time to the new colour, the 1 circle thats the same original colour but not filled with the Global Colour pallet option will not change.