I have two projects. In one of them I draw into the image associated with a sprite upon its creation with sprite.new—and the sprite simply updates immediately. I never have to setImage().
In the other, much simpler project, nothing changes in the sprite... until I do setImage() again after the drawing is done.
Both are working fine! But I still want to understand how it all works... are you supposed to have to do setImage() after drawing into a sprite's image, or not?