Most machines used in Psycle use Envelopes for the amplitude of audio. ( Most notably, so-called ADSR envelopes ).
These envelopes play an important role in starting and ending the note.
An ADSR envelope, does an initial rise of volume (Attack), then a possible decrease (Decay), next stays in a value (Sustain), and when a noteoff is pressed, does a ramp down and stops ( Release ).
If used normally, a note will stay on the Sustain value until you send a noteoff command, instead, if the sustain is set to zero, the note duration is defined by the attack and decay times.
Other machines might have a "note cut" or "note duration" option, where it forces a noteoff when that time is reached (a sort of auto-release).
If you mean that if you are playing a song, a note starts on pattern A, and you stop on pattern B, the note won't start again, because the note isn't on pattern B.
A solution for this is not easy, since plugins are not sampled, and can't start "halfway" in it.
<[JAZ]> Pa pi pa pa pa pi pa.... ;ĚD