I just ran into this issue myself. It happens in note and chord modes, with only the scale FX active. Totally empty new project.
When the pattern loops, then the first step plays. But it doesn’t play when hitting the Play button from the start of the pattern.
Even with the scale effect “disabled”, it still happens. The effect has to be deleted in order to get step 1 to play. I find that pretty odd, as a disabled effect should do no more to the sequence than a deleted effect. Moving the scale effect to another slot doesn’t fix it either. Adding the effect while the sequence is playing doesn’t cause any drops, but that’s because the sequence is already playing and as was said, the 1st note in the sequence will play after the sequence loops.
Adding a tiny offset to the first note fixes the issue also. There’s something about playing a note right on the “start” event with the scale effect.