Yes, when the value of a data item is set via the SetDataitem web service call, it follows the same path as data submitted by an EDD.
Couple of clarifications: (1) All communications between the Agent and the Platform are initiated by the Agent, so the Platform never polls the Agent for data. The opposite is true. (2) The Agent delivers data item updates -- and other payload information -- to the Platform as soon as possible. That is, such communications are not aligned with the ping period.
Thanks for the great question.
For more details on agent features and data flow, please reference the Axeda Gateway Agent User's Guide.
I cut the following image from Chapter 2 of the guide. As Dmitriy's states in his comment above, web service calls follow the same path as data submitted by EDD.