Well, I just started from scratch with a new Logic 9.1.1 (32-bit) song, a new external instance of VE Pro (32 bit server) running on a brand-new iMac. The AU I opened is U-He Zebra 2.5 with a tempo-sync'd arpeggiator patch. Sure enough, same thing, and I took a screenshot showing the various latencies related to the VE Pro plugin buffers:
http://i751.photobucket.com/albums/xx152/whinecellarstudio/Software%20Bugs/VEProbufferbug.jpg
From the top down: original MIDI region; VE Pro plugin set to no buffers, 1 buffer then 2 buffers. You can clearly see the buffer amount added to the beginning of each audio file as dead space. I can't find a way around this. and it happens on all 4 of my systems (all with same specs).