Matt
What you are describing is known as Roland's "Patch Remain" technology. They introduced it in 1996 on their XP-80 ROMpler workstation and eventually carried it over to their other keyboard and tone module models. It is an optional "system" setting, and as far as I know, OFF by default on all of these devices. You have to manually turn it ON. See "Patch Remain" under "System Function" at the top of the right hand column on Page 179 of the Fantom manual. Also see the "Note" associated with this section. This is a caveat that applies to ALL of these Roland units, as well as ALL competitive models, that also now include a similar feature. If Patch Remain is active, and the "outgoing" tone uses effects settings, but the "incoming" tone does NOT use the exact same effect with exactly the same settings on ALL effects parameters, then there can still be a glitch when the tone is changed. If this is a problem in your case, then you may want to use the suggestions of CowboyNQ or Vadesriux, above. Personally, I prefer the split keyboard method, if your playing style and current piece being played allow you the keyboard space to do so.