I had the same problem with Sampletek Grand Piano in Rapture Sessions, and what resolved it was making sure I had assigned the midi output to Channel 1. Some VSTs don't seem to need you to do that - just insert them and they work, but the Rapture piano was the first I'd used that would work without the midi channel assigned, but to have the sustain working, you needed to assign the midi channel. Don't know if that will help but I hope so.
Cheers
Dave