First, you should check and make sure the proper connector is being used. Expression pedals use TRS (tip, ring, sleeve — or "stereo") connections — one for ground, one for +5V power, and one for the actual pedal signal.
The SoftStep's expression pedal input jack requires a 3.5mm "1/8") TRS plug. Most expression pedals come with 1/4" TRS plugs, so we provide a 1/4" to 3.5mm TRS adapter with the SoftStep package. Use that. If you need to purchase a replacement, just make sure it's a TRS (stereo) adapter, not a TS (mono) adapter.
Second, you should check and make sure you're actually using an expression pedal. It can be tough because while the term "expression pedal" does have established standards, they're not always followed. Some companies say "expression pedal" when it's actually a "volume pedal" (there is a difference) — some do the opposite and call expression pedals volume pedals. Sometimes the potentiometer (often shortened to "pot") inside has a different resistance which can lead to different behavior between pedals. Some have a different taper (or "curve") resulting in different values across the pedal's travel. At KMI we use Roland EV-5 expression pedals without issue.
Third, check to make sure that your expression pedal operates on the correct voltage. All KMI gear operates from 0 to +5 volts. If your expression pedal goes beyond that there will be a lot of pedal travel that appears to do nothing.
Please take note that volume pedals do not work with the SoftStep or any KMI controller with expression pedal input — at least, not without some modifications... With some basic soldering skills a volume pedal can be modified into an expression pedal. There are also some workarounds.
Also note that most volume pedals use logarithmic tapered pots as opposed to linear pots — this will have an effect on the curve/response of the pedal.