Wahoo Kickr Bike resistance spikes

This is normal for all smart trainers. On the road, you'll find you change gear to keep the perceived resistance relatively constant, steep climbs and deliberate accelerations not withstanding. Transitions in gradients on roads tend to be relatively gentle for obvious reasons, and you can almost always see them coming. The change is steady and you're anticipating it, so it feels/is gradual.

On the trainer, outside of erg mode, it is much more of a 'step' - like suddenly hitting a 4-5% climb you somehow didn't know was coming. The only similar real-world situation I can think of where this sometimes happens is off road, when you can hit unexpectedly deep mud or  go round a corner on an unknown trail to find a sudden ramp. When that happens before you can drop a gear or 2 that does result in an abrupt spike in power of 100w+ (I know because it's happened to me!)

I have the new kickr as well, yours is not acting abnormally. I've had mine since September-ish and can confirm that cranking it up just before changing up a gear is normal and really is the best way to prevent 'spiking' however odd that may seem. I've found that keeping it ERG mode is the way to get the best out of your new toy. ERG doesn't like constant short, sharp sprints - you may well have disabled that function for precisely this reason - so wahoo's 'acceleration' solution is just something you'll have to get used to I'm afraid.