What I've also noticed, that PGS subs (both external and embedded) taking a bit of time to "load" and don't appear on screen suddenly after selecting. And also that sometimes they don't load at at all at first selection, but after a multiple tries, re-selecting them again, or by circling through the other subs and back again to the PGS makes them load and appear correctly. I guess It's now can be considered as some bug with PGS subs and worth to be reported to HiMedia for fixing.
(I use Blu-Ray .sup PGS format renamed to .ass as external subs).