I have the same problem with the Spark, and the Beat Step (not pro) had this in the first firmware release.
It happens when I run my DAW NOT from the very start.
Logic sends the Start message on the downbeat of bar 1. If I start playback somewhere else, it sends a Continue message.
Arturia has solved this problem with the BEAT STEP when the last firmware was released.
Terrym : could you keep this in mind for the future update with the BSP?
Thx