It may depend on the bulb. If the dimmer soft on and off feature is enabled, the dimmer will fade the lights on and off as opposed to turning lights on instantly like a regular switch. There could be a slight delay before some bulbs will turn on. Most bulbs will operate as intended with the soft on and off and changes to dimmer settings. Some bulbs, however, require more energy to turn on resulting in a momentary delay during the ramping process.
In order to take advantage of the full dimming range of the bulb, use the app to adjust and set the minimum light level. The minimum light level should be set at the point where the lights turn on without delay. Once set, the lights cannot be dimmed below that level and therefore are programmed to turn on without delay in all future uses.