fritz:
If you try to shift down 2 gears and experience a delay before the shifts are completed, then I suspect that you were still carrying too a high speed which would result in the engine over-revving in the lower gear, so the control unit suppressed that downshift until the road speed had fallen further.

 

A plausible explanation.

I experienced no such delay when shifting down, although having the opportunity to drive a PDK with paddles followed by one with buttons, the paddles definitely introduce a delay. Though the paddles are more intuitive, I found the buttons work really well.