Here is also a guess. It happens in hardware synths, but you can do also a bad routing on soft synths:
MIDI Loops
A MIDI loop is created when a MIDI message comes back to the same device for a second time. This commonly caused when the MIDI Thru port of one device in the MIDI chain is connected to the MIDI In port of the controller device. In this circumstance a message, such as a Note On, is sent to the controller keyboard sound engine directly and it is sent round the MIDI loop to appear at the controller keyboard MIDI In port. The result is that the sound will be played twice. On many sounds this will create a flanged, out of phase sound. If you are using a percussive or monophonic sound the double notes will sound obvious.
The solution is simple. Make sure that the controller keyboard is set to Local Off. This stops the sounds being sent directly to the controller keyboard sound engine.