Mike,
I'm not sure why, are you zeroing out all controllers?
Using PLAY + HB / HS I use both CC1 Mod Wheel (for expression/ volume) & also CC7 (Main Volume)
I set those controller events at the beginning of the midi track plus an 'All Notes Off' controller event (CC123)
(Zeroed out for me would be set Mod Wheel@ 64, Main Vol @ 90)