Why is there a one second delay before the lights turn on with this new dimmer switch?
You are right HandyMan - I called Lutron and it turns out there is a micro processor in this model which allows it to work well with led bulbs which causes this delay.  It is not defective nor the wiring.  They said they have a newer version of a similar model called the Diva, which has no delay when turning on the light.  They said that there is a newer model of the Skylark coming out soon too which will eliminate the delay.  Thank you all for your help with this question! :)