It's probably due to the delay that the gateway induces to be able to "read out" the caller id of the incoming line, before passing it out to 3CX. Both at the gateway and 3cx level you can control the line answering delay. You can probably eliminate them all together (3cx has 0 by default anyway) but you might have problems to get the caller id from your PSTN line.
You might want to play with the gateway's setup, reduce the delay to about 3 seconds, and it might still work just fine. There is actually a formula which defines how much that delay should be against another parameter, but frankly I don't have it handy. Please search this forum, you will come across it for sure.
Halea