I had a reply from the support guys. There is a Low Pass filter on the two Mod1/Mod2 tracks. This puts a little slope/slew on the gate.
I can confirm you that there's a slight difference between the Gate track and the Mod 1 & Mod 2 tracks.
The CV generator slew rate is limited to about 7V/ms due to the 700Hz lowpass filter that cleans up the sample and hold circuit. So the LFOs and Mod1 / Mod2 outputs circuits are not made to make very fast voltage changes. I would say these takes between 1-3ms.
Many modules devices should handle it fine however, sometimes, some trigger/gate devices may require a hardest slope. Like 0.3 to 0.6ms.
They suggested using the Square LFO but as this uses the same circuit it has the same problem.
As a workaround I now use the 'Env' on the mod3 track rather than gate to an ADSR.
For the record, this does not work on the:
Doepfer A-140-2 (Gate)
Make Noise Maths (trigger)