With the default settings users are created in Discourse the first time the user logs into Discourse using DiscourseConnect. Until that moment no user exists in Discourse.
The WP Discourse plugin also has a setting “Create or Sync Discourse Users on Login” which, when enabled, will create a user via the Discourse API after the user registers in Wordpress. This setting uses the wp action wp_login, so your user registration process has to trigger that action for this feature to work.