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?