Whilst there is always a slight "setup" gap between songs (because life is like that) your gap sounds a little high. My 3k is usually under a second (and that sometimes seems too long!)

You might want to have a very close look at the midi files using a PC sequencer.

Your gap might be any or all of the following:

Lots of SysEx at the start of the file

SysEx "reset" dumps AT THE END after the last notes

Extra-long notes at the end of the Midi File (sometimes even in the drum track!)

Midi tempo change events after the end

What you need to do is ensure that everything finishes as soon as possible after the last significant note. If there's sys ex "reset" stuff, it doesn't usually matter so long as all your midi files START with "XG System Reset" or similar.

With regard to SysEx at the start of the midi file, again always start with XG System Resetm, and then you don't need all the "Reset Controller" "Wheel 0" messages that some midi files seem cluttered with.

Have fun!