It depends of your communication settings (Console > clients > policies > communication settings).
If you are in Push mode, the connection is always in place and the Manager immediately push the new policies to the clients so a command is not implemented because it is not necessary.
If you are in Pull mode, the connection is open by the clients at every heartbeat to check for new policies and contents. In this communication mode if you issue a command from manager to clients it will be executed during the next heartbeat that includes the checking for new policies therefore even in this case a specific command is useless.
If in a client you don't want to wait the next heartbeat you can right-click on the yellow shield and press "update policies...".
Cheers,