Ok, I will explain.
Rex Direct (rd) is programmed to call Rex Essentials. (re)
I go into rd and select weather, select the airport I will start, and generate/submit.
rd calls both re and opens FSX.
I begin my desired free flight from the airport I chose in rd and wait for weather to be injected but it never happens.
Only if you perform the same selection of airport while in re does any weather injection occur in FSX.
I opened a ticket at REX and they said they couldn't reproduce the problem I described.
So how is it supposed to work? I don't see any point in calling the weather engine from rd if it isn't one seamless pass through, and the comments from REX do not make me think otherwise.