You may have compiled vim, but the vim that’s first in your path is still the system vim. You can show that using:
$ which vim
/usr/bin/vim
You can either call your compiled vim directly (probably in a folder called dist or bin), or put it in a place that is before /usr/bin in your $PATH variable. The easiest way to get an up-to-date vim on OS X is to use Homebrew:
$ brew install vim --with-override-system-vi