I just tested this on mine, and yeah, it's weird.
What appears to happen is, with the LFO Delay turned on, it's using the keyboard tracking value from the previous note that you played, not the current one. So if you play the same note twice in a row, the second one will have the correct keyboard tracking on the LFO speed.
I'm gonna say what others have said to me, here. You should submit a bug report on their Tech Support page. Or I'll do it, if you don't. Let me know =)
Merry X-mas!