What kind of lighting are you controlling? LEDs tend to come on "instantly", ...
Incandescent in-ceiling spotlights. The switch dims up and down quite nicely when operated manually, it's only when invoked from a scene that it goes on instantly.
Also, the light turns instantly on:
* when the scene is manually operated
* when the same scene is triggered by an Enerwave ZWN-SC7 Z-Wave Scene Controller
* in every scene that turns this particular dimmer to any brightness at a high % (there's a natural but short dimming-up for low values like 10%)
This does not happen with a Leviton VRI06-1LZ Vizia RF+ Incandescent Dimmer, turning it on dims the brightness up, to whatever brightness level I specify.