I just checked: the keypress is registered instantly, when the character enters a new scene, but it will take up to a second, before he moves again. Strangely enough this happens only about 3/4 of the time, meaning that rarely it works seamless and fine.
I dont think loading is the problem: i use low resolution (320 x 240) and also tried preloading the scenes, but it won`t change.
To quickly let go and press again works instantly, so somehow only the key action loop is delayed.
Edit: i just tried teleporting within the same scene and the same thing happens: i call a send-to- destination-action through a key action and after teleporting the character stops for a second, before he restarts walking to destination.