Yeah, all the Elektron boxes respond correctly to MIDI Start, Stop, and Continue messages as far as I’ve been able to confirm.
It’s just that in song mode, the behavior of the Start button after you’ve changed the song position is not entirely intuitive. It would—IMHO—make more sense if it would always send Continue MIDI message once you’ve updated the song position, no matter if you’re in “stop” or “pause” mode.