Double check please? Because this works 100% correctly here.
For reference, here are my settings from the MIDI settings menu:
View attachment 72148
View attachment 72149
And on the wah block, the controller settings is as follows:
View attachment 72150
This has worked correctly, without issue, since the 1.00 firmware for external controllers.
Note: this assumes you have the controller setup to bypass on "heel down" on the pedal. If you prefer "toe down" for bypass (like
@austinbuddy defaults to in his preset packs), you'll want to set the default value for the external controller to 100%, not 0%.