If you don’t use an expression pedal (Or some form of expression control) then your sound will be flat, (You cannot use the effects as a substitute) and very unnatural, the art is choosing the amount of expression for each voice/style and setting it up in a pre-set. (DAWs normally use the modulation wheel for expression as they make multiple runs so that modulation can be added later)
Bill
Altough the question was not about main voices expression, but about midi-style volume, this still holds true... you don’t want to just comtroll the volume of the style parts, you also want to comtroll the expression of your main sounds..
Thats why you could use 2 expression pedals.. (if your keyboard only supports 1, you could use a midified expression pedal as the 2nd one) one pedal for the style part volume, orthe ballance between main voices and style parts... and the other for thos instruments in your performance that need direct volume comtroll (organ) or expressio or other form of modulation comtroll(brass/winds/strings)etc) ....
Also keep in mind that many sounds like piano/percusion don’t work well with expression.. mostly the choice is using a damper or an expression pedal with your left foot..
There is a huge difference however betwwen what many keyboards allow you to assign, some keyboards only allow you to assign a single parameter to a pedal, where others allow you to assign as many as you want...