That is the way it works. Some people do like to see thigs "to prove that it's working" but Defender also resists spyware so you could say it is working behind the scenes.
In spite of the hype not even the best are foolproof so running a scanner, say once a month, is useful insurance. (note a scanner not a full time protector)
The one that I use is Superantispyware free version click here all it has ever found is the usual harmless tracking cookies.