When i program the alarm with Stay Arm Active (without delay) It has no delay when entering but still has a delay when exiting

 The "without delay" is specifically for when the alarm is triggered. When you arm the system and trigger the alarm, the alarm will go off immediately as the sensor is set to have no delay. Some people want an enter delay so they have time to disarm the system, while others want no delay so that as soon as an intruder breaks into the home, the alarm goes off giving no time for them to sneak around the house. Most people want a delay because they want a little time to disarm the alarm.

There will always be an exit delay as most people want to arm the system and have time to leave the house after they arm the system. The "exit delay" can be set within the app and going into "Settings". If you want no exit delay just set it to zero seconds.