The "Direct Dimension" (yellow) and the "Segment" are at different scopes... on top of a dimension that already has an attribution.
So assuming your Marketing Channels are using default attribution, then the dimension itself will maintain values for 30 days (or until overwritten).
Visit 1 (Search)
- Page 1 - Marketing Channel set to "SEO"
- Page 2 - Marketing Channel maintains value "SEO" (due to attribution)
- Page 3 - Marketing Channel maintains value "SEO" (due to attribution)
Visit 2 (Direct - but within 30 days)
- Page 4 - Marketing Channel maintains value "SEO" (due to attribution)
- Page 5 - Marketing Channel maintains value "SEO" (due to attribution)
- (User gets an email and clicks on the link while in an active session)
- Page 6 - Marketing Channel set to "email"
- Page 7 - Marketing Channel maintains value "email" (due to attribution)
Next, the "Direct Dimension" is essentially a quick segment at a "Hit" scope, whereas your segment is at Visit scope.
Now, in theory, with the above sample, both the "Hit" based option, and the "Visit" segment option should return 2 visits (since both visits above had "SEO" within the visit), but there may just be some oddities around how the Visit Segment on top of a 30 Day attributed dimension will respond.
Also note, that in the sample above, your Visit Segment will also return "email" as a Channel if you were to do a breakdown by channel, but the dimension will not... if you are trying to replicate the logic of the yellow, you need to change your segment to be "HIT" scoped.