Yes I agree with Dom.
The velocity curve sets the note velocities on teh MS and these exact same velocities are sent to the receiving device.
I have done this on my MS so I know it works fine.
Check to make sure the receiving device is set to accept velocity changes, and not a fixed velocity of 127.
This setting can only be done on the receiving device. Probably in a System Menu (thats the most common name used) then select Midi Settings. Its where it usually is

Dennis