A Scene can contain many different parameters memorized for recall… the fact that you are encountering something new is not unusual. But perhaps this will help:

There are some settings that are memorized by a Scene that will change instantaneously when the [SCENE] is recalled, while others will occur at the top of the next measure.

In most instances, Arpeggio Select is set to change at a measure line (top of the next measure) rather than instantaneously, while mix related settings occur immediately.

In the Part Edit settings, navigate to the “Arpeggio” > “Common” screen, the parameter is called “Change Timing” and can be set to “Realtime” or “Measure”

Extra Credit:
“Motion Sequences” can be sync’d with Arpeggios so that they reference the Tempo same as their designated “Sync Part”.
“Arp FX” consist of things like Velocity offset, Gate Time offset, Swing Quantize… which occur instantaneously.

I have now a performance when I switch from scene 4 back to scene 3 there is a noticeable delay in the change of the active parts.

Can you provide some more info about nature of the delay and what is actually happening at that time?

1. What is it that is being delayed? The start of a new sound? Or the cut-off of the old sound?

2. For example, after you change back to scene 3 are you playing a note that should cause a part in scene 3 to sound but it isn't sounding?

3. Another example - after you change back to scene 3 are parts/notes (other?) from scene 2 still being sounded when you play a new key? Or are parts/notes from scene 2 just continuing to sound but you want them to be cut-off immediately at the switch of scenes?

4. What are the differences between scenes 3 and 4? Does one have arps enabled but not the other one? What 'memory' switches and other settings are different.

5. Is there ALWAYS a delay when going from scene 4 back to scene 3 or does it only happen sometimes?

6. Is there ever a delay when going from scene 3 to scene 4?

7. How did you get to scene 4 to begin with? From another scene? Or did you start with scene 4?

Thanks BM and Andrew,

I think I am right now - the "non-arped" parts in the scene will "follow" the arped part, i.e. if Part 1 is set to Arp and Parts 2-8 have Arp Off, the Arp Off parts will not switch off/on until the start of the next measure.

I think I am right now - the "non-arped" parts in the scene will "follow" the arped part, i.e. if Part 1 is set to Arp and Parts 2-8 have Arp Off, the Arp Off parts will not switch off/on until the start of the next measure.

As Bad Mister pointed out the switch will occur based on your setting of the 'Change Timing' parameter on the part Edit - Arpeggio - Common screen. See page 83 of the Reference doc

Change Timing
Determines the actual timing at which the Arpeggio type is switched when you select another type during
Arpeggio playback. When set to “Real-time,” the Arpeggio type is switched immediately. When set to
“Measure,” the Arpeggio type is switched at the top of the next measure.
Settings: Real-time, Measure

I believe you will find that the default setting is 'Measure'. Change that to 'Real-time' if you want the switch to take effect immediately when scenes are switched.