This is normal behaviour. The LFOs can morph through waveforms. To do this explicitly, select Morph mode on the matrix, select Edit A and set a waveform, select Edit B and set another waveform. Now you can morph through those waveforms.
When a random patch is generated, the synth actually picks A and B sounds from other patches, then morphs and repeats the process. This results in both LFO waves (and other settings) and filter assignments that are morphed part way between the discrete values shown on the panel and the LEDs reflect this.