That’s a common ̶f̶l̶a̶w̶ feature of the whole elektron line unfortunately. I won’t go back to the ̶o̶b̶s̶c̶u̶r̶e̶ technical reasons behind this ̶r̶i̶d̶i̶c̶u̶l̶o̶u̶s̶ ̶l̶i̶m̶i̶t̶a̶t̶i̶o̶n̶ safe behaviour, there are tons of threads discussing this ̶i̶s̶s̶u̶e̶ clever implementation of program changes.
If you want to bypass this, one solution is to use a midi processor :
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Each time your master will send a pc the midi processor will delay the pc message, stop the sequencer, send pc message and relaunch sequencer. Works like a charm.
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The other workaround could be to send pc 2 beats before you actually want it to change. It implies that you have a device which can do that.
This post contains some technical solutions despite obvious trolling in the first part please flag responsibly. 
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