MongoDb Sharding between replica and standalone server
Inserts need to be done via the mongos for splits to happen automatically.  In fact, all work should be done via the mongos, not directly to the primary on one of the sets.  That is why you have not seen any splits happen and your chunks are all still in one place.  In terms of details, I've written up some of the details about how splits happen in a previous answer.

Note that you can split manually via the mongos if you want to, you do not have to wait for the automatic splitting to happen.