if they're new it may be worth pumping them up to 180psi to make sure the neg air chamber is open. the air feeds from the pos chamber into the negative. the manual suggests doing this before use.
it could also be the cold temperature.
my 2-steps work but are slow to return after flicking the 2-step switch when the air is cold. the cold can affect the performance of all air forks as the air condenses but can be overcome by adding more air (so that the spring rate is the same when in warmer conditions). the fork works fine when running at 160 or 115 and there is no delay in the rebound – only when going from 115mm to 160mm with the 2-step.
my lyriks (08 2-step) started fine but after two months wouldn't fully drop to 115mm and ended up refusing to move from 160mm.
sent them back to Fisher, had them fixed and they've been dandy ever since.