Generally in the normal corse of events, the Roland system estimates the closest note very fast, and then corrects that assumption or the difference between the actual note using pitch bend. When playing it with the internal synths of the GR55 or whatever it is pretty good, however, if you are taking it out of the system via a plug to another synth you add another lump of delay and it doesn't work so well.
Although I seem to remember you had an older roland sound module, in which case it is probably the same thing that is in the GR55 anyway.