Each and every JX-8P has this, no matter which controller you use. The reason is that control of the JX is done by MIDI SysEx commands, which are quite long and therefor clog up the MIDI buss if you send too many commands in succession. The workaround is to move the fader slower...
Another option - involving development - would be to introduce some kind of throttling for SysEx data from the PE, but that requires development and would perhaps make the PE feel less responsive.

In the past, people said that MIDI SysEx wasn't created for real-time control - yet here we are, 30-odd years later and use it just for that :-)