Visual Studio 2015 Update 2 introduced Full Solution Analysis, which was enabled by default for C# projects.
To improve performance of Visual Studio, in Update 3 the default was changed to disabled for C# projects.
When disabled, live analysis only runs on the currently active file. Analysis of other files and project-wide analysis does not run. You need to rebuild your solution for all diagnostics to show up.
If you are using Visual Studio 2015 Update 3 or Visual Studio 2017 and want live feedback, it is recommended to enable Full Solution Analysis.
Note there is some ongoing discussion about this.