Are you using the old 'IBM MQ Series' protocol or the newer 'IBM MQ Native'?
With the old protocol there are caveats with delayed responses, and things you need to do to enable it. You must have a single, static response queue, no temp queues or multiple response queues. If that's the case, then you need to edit the 'Respond' step and check the 'Share sessions' checkbox to enable it.
With the new protocol it should work out of the box. If it's not working for you then make sure you have the think time declared in the service image response, and that you're not deploying with 0% think time. If none of that works then it sounds like a bug.