On the Roland P-6, a note at step 1 sometimes does not retrigger when the pattern loops back from the last step. This happens because the P-6 plays a tie whenever a step's Gate time (combined with micro-timing) totals 100 or more and the next step has the same note number, and this rule also applies at the loop point, tying the last step into step 1.
To make the note retrigger each time the pattern loops, set the Gate time of the last step to 99 or lower.
For how to change a step's Gate time, see "Editing notes" in the P-6 Owner's Manual.