That is quite strange, I'd want to know the answer too.
But I can give you a work around the problem. In the end, you want to patch the delay in with your synth. Instead of sending the entire synth signal to a separate instrument, you can work with global sends. So "send" a part of the output of instrument 1 to the delay instrument, and let the output of the synths stay in instrument 1. Here's the same sketch with the global sends and delay patched in:
FM2_mod.csd (12.2 KB)