Just figured this out - worked like a charm! Surprised I didn't come across this fix anywhere.You have to set the time zone in your account. Go to the middle icon at the bottom called "My," and set your time zone there. Then it should update to the proper time when linking. You may need to tap "Save device" as well to actually save the time after updating.
You do indeed need to save device. So the steps for anyone else struggling with this are:
1. Go to the "MY" menu and adjust the master time zone (PST is UTC-7, for example).
2. Go to the individual light, confirm the time zone sync, let it sync, then click "save device"
It seems you must repeat steps 2 for each individual light, even if they are linked.