When the speed is 0 then yes the default moment angle is to the right. This happens because internally the behavior stores the x and y velocity separately and calculates the angle of motion from that. Angle(0,0,vx,vy)=0 when vx=0 and vy=0.
Anyways an often used solution is to set the angle of motion directly after setting the speed.
As to your other issue, setting the speed would be different than simulating a key press. When simulating a key the acceleration, deceleration and existing velocity are in the mix. So it would make sense that it would almost always be slower than setting the speed directly.