I’m on an Elite Suito. I can regulate how quickly the trainer reacts, and that is a compromise between not overreacting to small changes in cadence but reacting quickly enough to intended changes.
I’m a little confused when you write that your Tacx Neo doesn’t work like that: when you shift gears but keep power roughly constant, your trainer should not adjust resistance levels at all. Of course, you have to know how many gears to shift in order to keep the power output constant at a different cadence. Since I use resistance mode all the time, I have a pretty good feel for that.
Since all trainers work the same in this respect, I don’t think your Neo will react differently. Trainers react to changes in flywheel speed: the resistance level and flywheel speed determine the wattage. So if you shift your gears and adjust your cadence correctly, your wattage will stay the same.
I suspect you are not shifting into the right gear and/or your cadence drifts. The latter is quite common in erg mode when you haven’t trained for it. E. g. when I got the trainer new and wanted to alter my cadence from, say, 95 rpm to 70 rpm, I’d shift into the right gear, but my cadence would drift back up to 80+ rpm. It takes some getting used to, not least because higher cadence means higher flywheel speed, and your trainer promptly reacts by lowering resistance to keep power constant. That runs counter to how things work outdoors or in resistance mode: here, higher cadence (at the same gear) always results in higher power, not lower power.