It might be a relay issue. If you happen to have your own server, you can actually run your own relay (which is really cool! makes you sovereign as far as your nostr data is concerned). But otherwise you can add to your relay list. I know that some are paid, which is probably a good way to go, but I haven't dug into this much yet myself.
Discussion
So I think you were right about the relay issue. I downloaded a different client and it let me add some more relays AND it let me follow. Now my following count is updating across clients. Thanks #Plebstr!