If you check the vm, did you see if you have the pointer?
That's expected. Like usual virtual disks in ESXi, a RDM consists of two .vmdk files, a descriptor file (e.g. "vmname.vmdk"), and a pointer/mapping file (e.g. "vmname-rdmp.vmdk"). What shows up in the vSphere Client's GUI - and other tools like RVTools, which are aware of this - is the descriptor .vmdk file only, the other file is usually hidden.