If you use a MIDI fader for control, it tends not to send smoothed values so you get jumps. These are the clicks you are hearing. They may vary with different controllers, but essentially MIDI is a fairly slow non-real-time control..
Some presets have extra smoothing for certain values to help with this, but most do not – MIDI is normally used to create scenes or settings, rather than smooth controllers. If you need direct control like this you would probably be better with a pedal.
