OK I just tested it again . Same thing it follows all functions exactly. Set for Step JOg and each arrow down jogs the step. Prees shift and it runs in Cont just as it should any combination of press hold with Shift and arrow works fine.

?
Now that is Version v.062 running the LPT driver. NO plugins active.
NOW just a note, SOME pc's /keyboards have a weird repeat feature THAT CAN cause what you are seeing. Normally you can turn it off , sometimes you cannot. SOme Remote keyboards(wireless) can do that IF the batteries run LOW.
(;-) TP