Cool, thanks for uploading that. In the particular preset that you were using the light ring of all of the parameters were greyed out, indicating that none of the parameters can be assigned to the expression pedal. That's true in the factory presets "Phaser Wah" and in "Stopped Phase" because the Shape parameter is using the expression pedal as a modulation source. I didn't realize that when none of the parameters were assignable you couldn't even go into assignment mode, but it does make sense that it would do that although it might be a bit confusing for users who don't understand why the light rings are greyed out in the first place. If you try any of the other presets for Phaser where all the light rings aren't greyed out, the assignment functionality does work.
