I cannot find such a Roland setting and the synth is responding correctly when I load a different song with different patches in different tracks. The problem only happens when I try to change patches in a loaded song.
I am not changing channels and when I look at the channel list, the "new" patch is shown correctly in the channel list but the "old" patch plays.

Also - just realized that the problem is exactly the same when I switch to VSTi/DXi so it is nothing to do with the Roland?

Tony