That is the way it does work. Except for PVRs which hold the info on the hard drive that is the way it will work for any dish non-PVR. Same problem on my 4900, and probably 3900. The guide info is on a different transponder than the channel you wanted to see in the PIP guide, so it has to get the info it needs before returning to the transponder required for whatever channel you want to see in the EPG. With all the channels now included for Locals and Must carry the problem has just gotten worse.
Only 2 solutions
1) replace it with a Dish PVR unit
2) Switch to DirectTV
Only 2 solutions
1) replace it with a Dish PVR unit
2) Switch to DirectTV