That's how I used my Kemper and at a rehearsal yesterday I got a hard time to find a temporary workaround for that "issue". I hope there will be some change in the near future because that would be a huge step backwards for me.
I assume you noticed that they fixed that in the latest beta 4.0.2. In the settings Kemper gave us the option to use the rig button to morph or to use the old behavior where it just resets the rig. Unfortunately I discovered a bug: If you reset the rig by hitting the rig button there is no spillover for effects like the delay. I already opened a support ticket and I suppose you guys should also do so.