yea LFOs keep going and sending MIDI data until a trig in a new pattern stops them. It's the same with sounds, and also on AR and A4: when you switch kit, all old settings, sounds & fx, stay active until a trig event happens.
So it's not a bug really, it's just consistent with all other things. however, the continuing MIDI LFO has stumped me more than once as well. Maybe it would be better if they stopped when switching pattern..? Maybe an option..?
crazy workaround: put trigs at step one of all unused midi tracks in all patterns.