All fuel delivery systems has some latency in the system. An engine accelerating will almost always be delivering less fuel than it should due to the fact that it takes time for the engine position sensors to react to the increasing speed of the engine, it takes time for the MAF (or MAP + IAT) to react to the increasing air flow, it takes time for the injectors to inject more fuel, it takes time for the fuel to atomize and reach the cylinder.
So when you tune to a specific AFR in 3rd gear for example, you will experience a leaner tune in 2nd gear pulls, and an even leaner tune in 1st gear pulls. This is extremely common. Likewise, if you then pull in 4th gear you will experience a richer tune, and an even richer tune will show itself in 5th gear.
You have to pick a gear to tune in, and realize it will change for all the other gears. This is why I tune all engines in 3rd gear that run through a 5-speed manual transmission. However, I always do dyno pulls for power readings in 4th gear if I can (on these cars) since the transmission gear ratio for 4th is 1:1 which loses the least power to heat giving the most accurate result.