Hi,
sounds like your Mach setup has the wrong toolchange mode selected.
There are two modes.
The first, and most logical to you and I, is where M6 T4 say would cause the tool to be changed to T4 then resume machining.
The second mode, which is common on production machines, is where M6 T4 and tool 4 is prepared in the toolchanger
for the NEXT toolchange. Having the tool carousel pre positioned is faster.
The setting for the toolchange mode is on Configure/Control/Tools page.
Craig