Capturing MIDI and Weird Quantization Experience

First make sure you don't have a non-zero Timing Offset entered under Synchronization in Preferences > Audio Sync and Caching.
 
Are you recording while performing with a soft synth, a direct-monitored hardware synth or input-monitored hardware synth? And what's your audio buffer size and round-trip latency? If using WDM driver mode, try ASIO, or vice versa.
 
If you have a keyboard synth, you can check your timing by recording simultaneous audio and MIDI from the synth with Local Control enabled, and checking alignment of the MIDI to the audio transients. If MIDI is still being laid down down consistently early, you may need to use a Timing Offset to correct that, but it shouldn't be necessary and can cause other problems if it's more than a few milliseconds (which wouldn't affect quantizing).
 
This "early MIDI" issue seems to affect some specific systems/interfaces, but it would be unusual that you've encountered it with two different MIDI/Audio interfaces using two different bus types.

Everything looks ok and midi and audio do indeed line up off my synth. I am noticing However that quantization is much better when auto quantize is on. Don't know why that's the case, but sure seems better that way.