I have set up a farm realm with the stacked plant boxes method, and when I place them they are unshelthered but when I leave the realm and come back they are listed as sheltered.
Edit
This applies to all pots and planters no matter the method you use to place them. I found no common feature why this happens.
I want to add that this issue resolves if you shut down the game and log back in. Sometimes just logging out can resolve it.