If I use the App to first turn off the bulb, then power off the bulb using the wall switch followed by a quick power on, why does the bulb fail to turn on sometimes?

When you power off the bulb using the wall switch, its capacitor will actually keep the bulb powered on for a short time so it can send the "off" state to the hub and the power in the capacitor will not exhaust until after two seconds. If you power it back on within those two seconds, the bulb will be unaware of the "power off" action triggered by the wall switch and will stay powered on with the soft "off" state.

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