Hey Six,
Big James again... All the Roland stuff seems to do this. Drove me crazy in the beginning (about 2 years ago). I even returned the first XP-30 thinking there was something wrong with it. I spoke at length with Roland tech support and just went up the ladder until I was referred to one of the engineers that actually designed the current Roland synth architecture for the XPs and XVs. It was explained to me that the little "jump" at the beginning is due to the amount of communication that needs to be passed between the program and the keyboard at the beginning of a sequence.
I set my PT and Digital Performer sequence templates at measure 0 (zero) instead of measure 1. Works perfectly fine. For punch-ins just add some pre-roll.
Took me a while to get used to all the different digital/computer related quirks cause I've been doing this in analog for over 25 years and when I jumped into computer recording I expected everything to always work perfectly... not true... seems analog had its quirks but digital/computer is like a finicky cat
Get used to "workarounds";-).
Big James