This is a normal consequence of the way we (and analog synths manufacturers) handle polyphony. To understand that, you must go into some details about the glissando:
The glissando feature from the Origin works voice by voice: let's say you play a key on the 1st voice (i.e. no other key is held). The glissando (and portamento) will make pitch slide from the previous key played on that voice to the new key. Now if you play a second key while holding the first, the note will be played by the 2nd voice, so it will from the last note played on the 2nd voice (if any) to the new one. In general, the last key played on the 2nd voice is not the same as in the 1st voice.
So there are two ways to do what you want:
- you can make the last played note on the 2nd voice be the same as the first note you're holding. If you are in a Poly Circular mode (the same key can generate many voices), and have some release in your sound, you can do this by pressing twice your first note. Then hold it, and play the second: the glissando will work.
- the better solution is to use a monophonic play mode. I suggest you Mono Last with Legato enabled.
Hope it is was understandable!