I've never noticed exactly what you're saying, but I consistently experience a slightly different bug (might be the same cause, I dunno)
When it's syncing to an external clock, the LFO will run free when switched to free sync. When this clock is removed, the LFO reverts to Arpeg sync as the arpeggiator switches back to the MB's internal clock.
I don't remember experiencing it the other way around, like you're saying, but I don't specifically remember not encountering your bug, either.
So perhaps the bug is that the LFO switches to arpeggiator sync whenever the clock source changes.