I think I had the same low volume level problem you’re experiencing, but turning the right mod wheel on Halion 5 or Halion Sonic solved it for me. There is also an amplifier level knob on the macro which I’ve used to adjust the level to an acceptable degree.
During the install, I did run across the “where to set the sounds” option and went with the default.
My installation of the Symphonic sound set wasn’t from the Valentine’s Day sale btw.