PGM change issue in arranger mode

I have an issue when playing arrangement in Cubase 9 PRO.
Each song has a program change midi event at his start.
If I jump to the start of each song, the MIDI event is correct, however after played song an going to the next - PGM change event is sometimes wrong.
In my playlist there is 10 songs and 4 of them generating wrong PGM change event - I see this event in the PGM change trach MIDI monitor plugin.