I've seen exactly what you're describing using two series 2 XBees in broadcast. Basically each device is yelling into a room and the other one hears what is being shouted. In my case, when I addressed the message specifically to the other device, the problem went away. Broadcast messages get buffered and sent, specifically addressed messages get sent right away. The other time I saw this was when a device was getting data relayed by an intermediate XBee because the distance was too far, but that's not what you described.