Ken commented in the Omni Mouth about this feature:
Tasks you enter with Siri are initially added to the Reminders app, that’s expected. Until OmniFocus for iPhone sees and captures those tasks, they’ll stay in Reminders: this means you’ll always receive timely Siri reminders on your device, either from the Reminders app or from OmniFocus (once it has a chance to capture them).
Reminders may sync your tasks with iCloud immediately, but sometimes not—that part isn’t within our control. Once Reminders does sync with iCloud, OmniFocus has the opportunity to capture those tasks—which OmniFocus will try to do each time you open it. For more details about this process and some troubleshooting advice, please see the Tips & Tricks for Siri -> OmniFocus capture thread on our forums.
Reading Ken's comment and the aforementioned thread, I see two potential reasons why you didn't see an immediate capture of your reminder:
1) iCloud hasn't gotten the info from the Reminders app and thus can't give it to OmniFocus (not under Omni's control)
2) OmniFocus only captures when it becomes the active app