I think you SHOULD be able to see your expected behavior. I use it just this way.

Can we double check your settings?

The expression pedal is working normally in other patches?

Ive attached a screencap of a patch I use for a simple 4th on the expression pedal.  Try it- does it work?

Doe the PitchFLex flex the tone when you hit the Performance switch? Can I see your patch?