In single room zones one device is the sensor - it broadcasts the temperature measurement to the controller periodically, (how often depends on the kind of sensors - HR92's send more often than DTS92 for example) and this is displayed on the controller.
The controller then sends those zone temperatures together with the set points to the HR92's in each zone every 3 1/2 minutes. Interesting point - if you have a single room zone with only one HR92 in it which is also the sensor the HR92 sends the temperature measurement to the controller which then sends it back again a few minutes later. The measurement has to go to the controller and back to the HR92 before it is acted on, it isn't used directly. (But is in multi-room zone mode)
As to whether the heat demands should be the same for all HR92's in a single room zone - yes, but they won't track exactly.
They all have the same firmware version and have the same inputs (set points and measured temperatures) so in theory they should track exactly (deterministic algorithm using the same inputs) however in my two HR92 zone they can be as much as about 10% valve position apart.
I suspect this is caused by factors such as rebooting one HR92 but not the other when changing batteries, missed transmissions (one HR92 misses one of the temperature measurements) etc. Ideally they should track together.