Your Joulescope does disconnect IN+ from OUT+ when the sensor-side is not powered. When the sensor-side is powered, your Joulescope illuminates the sensor-side green LED. For the default banana jack front panel, the LED is under the “IN” label.
Normally, the sensor-side is not powered. Windows does perform automatic USB enumeration, which illuminates the host-side STATUS LED. However, Mac and Linux defer this operation, and the host-side Status LED remains unlit. When you discover and open the device, either in the Joulescope UI or your own script, it will normally power on the sensor-side. At this point, both LEDs will illuminate. However, you also need to ensure that the Current Range is set appropriately, and “auto” is recommended. “off” disconnects IN+ from OUT+, and other manual settings could brown out your target device depending upon your setup.
Are you saying that you have the Joulescope UI running, and your Windows machine still requires USB unplug/replug before connecting to the device? If so, could you try to repeat this behavior, but ensure that the Joulescope is connected directly to a USB port on your Windows computer, no USB hubs or docks?