CC question

If a feature or control assigned to the Mod Wheel (CC 2) returns to 0 on Stop - what can I do to prevent it?
 
Thanks - rev

scook! Thanks dude - you're a goddamn genius! 
 
Dynamics was the feature, which meant you couldn't hear anything on next Play because Stop set it to 0.
 
I tried sending CC 2 with a value of 127 but that only worked on Play, if I clicked on a note there was no sound.
 
I can't see a downside to unchecking that box, so it seems a strange default.