Magnetic order of the manganese and rare-earth lattices according to different symmetry representations is observed in multiferroic hexagonal (h-) DyMnO$_3$ by optical second harmonic generation and neutron diffraction. The incompatibility reveals that the 3d-4f coupling in the h-$R$MnO$_3$ system ($R$ = Sc, Y, In, Dy - Lu) is substantially less developed than commonly expected. As a consequence, magnetoelectric coupling effects in this type of split-order parameter multiferroic that were previously assigned to a pronounced 3d-4f coupling have now to be scrutinized with respect to their origin.