Yes you are right. Things dif not appear in Polylang at the same time... My first intention was:
1. provide a widget with a small set of options for people who have no coding skills and will be satisfied with a relatively simple widget.
2. provide the template tag 'pll_the_languages' with a more complete set of options for theme programmers. Here the js code is not present and has to be written by the programmer. The filters are here to help some customizations, although someone who will want a full flexibility will have to write his own language switcher.
It is on my plans to rework this a bit.