the Axe3 (and most other FAS products) had a similar gap, but was updated a while ago to eliminate that.
it was stated that the FM3 will have its Scene switching time made as fast as possible in a future update.
as with a lot of other gear, sometimes changes need to be made slightly before the downbeat or whenever you want to change. i've experienced this with real amps, TC products, Line 6 products, Boss products, etc. "instant switching" doesn't happen on a lot of gear out there
the way the touring pros would battle this is to have multiple amps, each set to a specific channel that never changes, or multiple effects units, etc. and just change the audio path with a line switcher. of course on the Axe3 we can see it's possible, and i'm sure an update in the future will make it as fast as possible.