It's hit and miss whether iOS developers include the ability to respond to program changes. I'm pretty sure there is a thread on the Audiobus forum (forum.audiob.us) where users had made a list of apps that do and don't support program change message.
Thanks! It's really a shame that seems to be a low priority for app developers... for me it's the difference between a "toy" app and a real musical instrument. I use my iPad in a live and fast paced situation with my keyboard rig and it's a non-starter for me if I need to fumble thru patch menus just to load up a sound. Especially frustrating for classic major players in the synth world like Arturia, Moog, and Korg.