Yes I believe the 6.5" UConnect screen automatically changes the time through the radio signal (it did on my Alfa Giulietta), but the 5" UConnect fitted to a lot 500x's needs updating manually. Whether the 5" with DAB does the clock changes automatically, I'm not sure.
As mentioned, press the Settings button on the stereo and navigate to the Time/Date section, that should update it on both the stereo display and the display infront of the driver.