I confess that I do not fully understand the issue - I just brewed some coffee, and that will help, but it is 3:00 in the morning here.
I looked in the Edit>Preferences>Midi>Playback and Recording section, and there are a number of check boxes for what gets recorded, but I don't see anything there for volume.
I just did a midi track recording, where I let it run a measure before I started plauying, and it only records data from when I start triggering notes so I just do not understand what the issue is with that.
Can you please take another stab at explaining what is happening here that is messing you up? I'll try to duplicate your steps and see what the problem is and try to help you resolve it if I can.
Further, if you want to send me a private message, I will respond with my phone number if you want to give me a call and I could do it over the phone with you during the day.
OK?
Bob Bone