It doesn't always happen with the S970. Take yesterday in the music school for example. A couple of my students are playing the same exam piece on their S970s. At one point they switch, using the foot switch, from a custom Koto sound, made up of a Hackbrett and another Oriental 'twang' sound in R1 and R2 respectively, to a Nay in R1. Kick the switch while holding the last 'koto' note and there's no glitch, the next note played is the Nay.
But when it does happen, it's often the DSP effects that cause the problem. The solution, other than turning off the DSP effects, is to go into the mixer and choose the same, suitable DSP effects for all the sounds being used on either side of the change, and then set the parameters for those DSP effects to the same values. Fiddly, but it does the job.
For the most part, and from a musical point of view, sound changes are best done when notes are not being held. If there's go gap in the written music, shorten the note before the change, or make a feature of the change by inserting a bar with a drum fill or a break. All down to arranging skills - a pretty vital part of keyboard playing, and mandatory for keyboard exams.