Hi Peter,

It's not normal for delay settings to change between Bank and Play mode. The only thing that is different about Bank Mode vs Play Mode is the functionality of the onboard footswitches. 

Are you sure a delay knob isn't getting bumped when you hit the footswitch? A way to test this is to turn Catchup ON. Catchup prevents accidental knob changes.

You can turn on Catchup in the System Mode (Press+Hold the Right Footswitch and Encoder button) under UTILITY.

Let me know how it goes.

Alan