Client machine 'state' is populated from Wgn3Diagnostic table data.
This diagnostic data is collected by the CMS based on the CMS machine policy setting "Collection Time (Minutes)" and "Collection Frequency (Days)"(under Machine Policy -> Infrastructure -> Diagnostics ).
This diagnostics data is collected once a day by default. Even if the client state is not running it will not be reflected in the Admin search immediately. The frequency of this data collection can be increased in these settings.
If you need to know the actual current state of machine, you will need to 'right click on machine name'-> click on 'Machine State' .
You can also get all the connected machines by setting "Connected State" value under "More" tab to "Connected". By default this search will give all machines connected and disconnected.
More information on this can be found on the CA support site.