Optimizely Direct Traffic Segment vs Google Analytics Direct Traffic
Have you considered scenario when a user will have multiple interactions, repeat sessions i.e. a user lands on your site from direct, then next day using a referrer, then another time probably using an email link?
GA will count these as three session and if you do it by users who were "non-direct" or "direct", this type of repeat visit users will also be counted in GA for both, but Optimizely would have bucketed your users, the first time they land as "direct" or "non-direct" (whatever you have put in audience condition).
If you are using integration then in GA try segmenting it with "New users" AND "direct", you might find/learn more about such users.
Hope that helps.