Your answer is here
"Open or create a project, then go to Edit ->Preferences -> Project -> Midi.
Under the heading "Other Options" on that menu, does it have "Zero Controllers When Play Stops" checked ?.
I'd say it probably does, which would explain it turninig off your instrument volume by zeroing CC1, CC7, CC11 every time
you press stop.
With instruments that respond to those CCs, it's always best to explicitly set those controllers - and actually use them
to add expression.
If you check the "Zero Controllers" + "Patch/Controller Searchback Before Play Starts", that will read the correct controller
levels for when you hit play again.
Check it out.
Cheers - Cliff"