The very nature of sampling means you will ALWAYS get issues like that. It is only big streaming VSTi libraries that allow you to get away from most of it. Essentially, you have to have a totally separate sample, not only for every note, but also every velocity of that note, then round-robin note triggering for when you play the exact same note at the exact same velocity twice or more.

That is an amount of data completely outside the scope of ROM keyboards.

And it STILL really doesn't address the issue of vibrato, as this varies radically depending on things like mood, tempo, note length, things like that.

To be honest, the sax as a solo instrument defies sampling. It is just TOO variable and expressive, in ways that make it impossible to emulate to the degree that it will completely fool you AT ALL TIMES. You play the right phrase, in the right way, that best works with the sample set, sure, it's going to be hard to tell. But expecting it to do ANYTHING a sax player can do, that's beyond the scope of even the best VSTi's... (listen to the demos of them - I still haven't heard one that can fool me).

Get one of the Lionstracs modules, and load it up with the best GIGA and VSTi stuff you can. Expecting an affordable (don't forget, after the MS module, you STILL have to pay up to thousands extra for the very best VSTi libraries) hardware arranger to provide what would still cost a lot of money even using today's technology is just a bit pie-in-the-sky, I'm afraid.