I use a Mac with Reason and an Oxygen 8 and I have no latency problems. I also use it with Logic nd there is no latency. I do experience latency on the Oxygen eight when I run Reason as a slave to Logic Audio. Seems there is just to many sources the signal has to travel to so there is a slight lag time.
I don't know about FL, but I think there might be some sort of setting that isn't allowing the Oxygen 8 to speak directly to the program. I am not sure how midi is handled on the PC. On MAC we use the OMS setting panel for anything earlier than operating system 10.
I know that which port you have the Oxygen 8 usb connection connected to also matters. I have a USB hub but I hook the Oxygen eight straight to the computer and my keyboard though the usb hub....This way the midid signals go straight to the computer instead of going trough a hub first. I figure anything to help the comuter recieve the signals faster will help.