That's just how it works.
It's incredibly slow to search for and load tones, and that slowness also affects the app when it comes to starting, stopping, and pausing tracks as well. It seems to be a combination of both the amp and the app.
There used to be an option to save a tone as a favourite, which then would be loaded automatically whenever the song/artist was played so long as the information saved with the tone was set up properly (i.e. the artist name, song name, etc) but that seems to have been removed in the latest version of the app. Probably because it never really worked that well. Though oddly enough, the app still makes reference to adding favourite tones.
Hopefully in a future update they'll add an option to turn off any kind of tone searching at all. Most of the user uploaded tones in the cloud are terrible and the "matching" system is a farce. If there are no tones in the cloud with that match the artist of the song you're playing, you get randomly selected tones matches that make no sense.
For instance, playing "Put A Flower In Your Pocket" by The Arcs will get you tone matches for Coldplay, Paramore, and the Metal: Rhythm tone.