With S/H waveform on the LFO, it should keep the value until the next key press, when you have the trigger set to Single. It’s like an envelope, it should only change when you play a note.
The random wave/ smoothed S/H would be different in Single mode, it slides to a random value each time you play a note, with the speed of the slide coming from the LFO’s speed control. The regular, sharp S/H wave should change instantly on key press, with the speed control having no effect.