Hi Paul.
Let’s take a little step back here.
I’m afraid of perhaps being too simplified here & insulting your intelligence. After all - nearly 800 posts to your name over the last couple of years or so.
First - don’t delete your midi tracks straight away - throw them in a folder if you need to hide them. Who knows, you may wish to come back to them and add a 7th somewhere or invert a chord and then re-export it to midi again.
At least, as you export to audio, save the project under another name before deleting the midi.
Just a thought.
Now, back to the meat of the question - the midi fader.
If you don’t touch it, it won’t affect anything, but a couple of simple tests as I outlined above will be useful.
Okay, so the DX21 isn’t velocity sensitive. Therefore if you don’t touch the midi fader, every time you hit a key, the fader will display at exactly the same level. It is velocity, but it only displays (really) the fact that you’ve just hit a key and therefore transmitted some midi information.
Do as I suggested previously - take a midi part, open it in key edit. At the bottom below the notes in key edit, select to show the velocities. My guess is that they’ll probably all be 100.
Now using the line tool, draw an ascending ramp for the full length of the part. The changes will be determined by your snap value.
Now, go to the inspector (close the editor if you wish) and install the midi monitor as a midi insert.
Look at the midi fader in the mixer.
At the bottom on the left it will say “off”. This is because you haven’t touched it (the volume).
Next to it on the bottom right you will see a value of zero. This is the velocity value.
Don’t confuse volume and velocity. Velocity is data attached to the note (see later below). Volume is a mid cc value.
Hit zero on your keyboard, then play the midi part. You will see the bottom right-hand value start to change. This should increase as your velocities get louder.
Press stop & zero again to return to the start of the recording.
Scroll up through your midi monitor list to see all the notes you’ve played in the value 1 column. The velocity attached to that note is value 2.
Now, a new bit for you - record again, but this time play one handed and as you play, there should be a volume slider on the DX21 (??). This should start transmitting volume data CC7 into your midi part. Check it either in your midi monitor or key edit, below the notes, select volume. I can’t imagine that it doesn’t transmit this.
Don’t expect the volume slider to change on your midi fader strip. I’ll leave you to research that bit.
Again I hope that’s helped and I hope that I haven’t been in egg sucking mode with my granny 
BTW - everything (I think) relating to that midi strip in the mixer is available in the inspector for the track (midi fader).
That’s why I always have them hidden in the mixer - my working methods don’t need them.
Neil B