It sounds as if you have multiple features assigned to the AUX switch, with both FS3 (ALT mode switch 3) and BK+ (bank up) assigned to the same switch.
If you are in bank mode and you press this switch, you will get both the PLAY mode function (tempo/delay) as well as the bank up. Both will work, but the result may be confusing.
The solution is to go back to system mode and make sure that you only have one function set to each AUX switch.