As you mentioned, it seems like the Sprite is still set to 'fade out' instead of 'done' when you have a fade out of 0, I assume that's what you set for the Sprite that 'doesn't have a fade out'. Even with very simple keyboard presses it wasn't working correctly for me when I took the fade out away from the object. The fact that it's still waiting for the fade out might be a C2 problem I'm not sure...I guess the behaviour always waits for the fade out even if it is set to 0 for 'skip', there could be some kind of work around I'll keep looking...
Ashley if fade out is skipped, set to 0, should the 'stage' of the behaviour in debug be set to 'done' rather than stuck in 'fade out' ?