It didn't work automatically, so I went into the Dimension Pro midi matrix of the particular synth patch I was using. I added CC11 and indicated it should control "volume all."
In this case, that wasn't necessary. Dimension Pro has several MIDI CCs "hardwired" to performance parameters. CC11 for Expression would be one of them (along with CC7 for Volume, CC64 + CC66 for sustain / sostenudo, a couple for global attack & release). So - while you *can* add a MIDI matrix routing with the same controls - those controls will run in parallel to the hardwired routings.
So that points to this:
Firstly, I suspect you need to check what CC (if any) the pedal is actually sending. This may require configuring in the keyboard.
I had a quick look at the manual and MIDI Implementation Chart of your keyboard (actually, the closest model number that I could find was a Roland RD-300GX). In that, I saw several possibilities that might block your control pedal from sending CC11:
1) An External switch has to be engaged to transmit most MIDI messages.
2) The control pedal can be turned on/off per-zone.
3) The control pedal can be configured for several CC messages, pitch bend, and aftertouch under the Edit (Zone)button.
4) A special case where the sustain pedal (when it switches Setups) prevents control pedal operation.
I didn't see where the default messages were described for any of the controller devices. BTW, if that is indeed your keyboard controller model, it looks like it's a very full-featured device. I really like the way it's set up. Hopefully one of these tactics will help to get you sorted out.