Try adjusting the delay compensation in the lighting preferences to see if that makes a difference, but you'll only get 1/2 a second of adjustment:

You might check that your lighting fixtures don't have a lighting curve set; some of them will allow you to make an adjustment to force a "fade" between colour changes depending on the application - you want to make sure this is not set on each light.
Any other delay could be attributed to your computer's specs or possibly other applications / tasks taking system resources or causing traffic to delay signal on the USB output.