The "dx,dy" display feature doesn't appear when nudging selected items with the "left-click-and-hold" and arrow keys only. The dx,dy feature only appears when you firstly drag the selected items with the mouse, then you can use the arrow keys with the dx,dy display.
Tried that here and you are correct, its not right. You should get the dx,dy as soon as you start nudging from what I can remember. I suggest you let numberone know about it via an email to support.
.....restore the behaviour you’re used to by going to [Settings] [Preferences], and disabling the nudge option about 1/3 of the way down the ‘Interaction’ tab