External controllers have an initial setting that defaults to 100% (toe down for an expression pedal). Until the Axe gets an updated value from your expression pedal location, it uses this default value. It also uses this default value if no expression pedal or MIDI controller is plugged in. If you have a wah block present in the grid with auto engage enabled, it will turn the wah on when the Axe initalizes. Changing presets with your foot controller causes updated MIDI data to be sent to the Axe and it no longer uses this default value. Check the MIDI page of the I/O menu for EXT CTRL # INIT VAL. You have two options 100% or 0%. Setting it to 0% will keep auto engage from turning the wah on, but if you have any volume parameters assigned to that external controller, they will default to 0% (toe up) and you may not have any sound until it gets updated MIDI data. If you get into the habit of selecting a different preset with your MIDI controller after you turn the Axe on it will all be synced up and working properly when you start to play.