It is important to understand that a VST instrument and specific program (or patch) must be programmed to respond to certain MIDI CC data. Which instrument and program are you using? Also, for example, in HALion Symphonic Orchestra, if I remember correctly, the “expression” (or volume) can be assigned to different CC data such as CC1 (Modulation), CC11 (Expression). Another possibility is that some instruments, on the channel or program slot level can filter out or ignore CC data like CC7 because you may choose to change the volume by automating CC7 going into the instrument or by automating the channel audio output of the instrument.
HTH
J.L.