Hi there, I'm not sure that this is an "issue" from BB, I rather think that, that is the way Garritan products works. I don't have the full version of the Jazz Band from Garritan, but I do have the limited version that comes with Sony Acid Pro 7 and indeed have nice sounds, and except for the piano, and vibes, any other instrument (or at least as far as I know) uses the mod wheel to control the volume. I think that's because the software is mainly intended to be use with a midi keyboard controller (hence the mod wheel)rather than by a midi sequencer. What I discover though, is that once you have the melody the way you wanted and go thru the annoyance of having to manually crank up the mod wheel in the Aria player to preview it(unless you want to mess with the cc# sends to fix that in a particular song)you can drag and drop the midi onto any sequencer you are using while converting it to an audio file making sure that the melody or solo volume is at 127 level in BB, it would make the audio file with the volume assigned on BB and everything is fine. At least it has worked for me.
I though I throw in my two cents on this one.

Music should be part of your life
http://www.soundclick.com/blackcatjazzcafeband