Yeah, it's pretty finicky.

It does assume a fade, I get that's what they are for .. move the volume from here to hear just like I actually moved the slider; so I can't fault RB on that part. If you want a sudden change you have to enter it.

Seems more to me like an issue that Volume nodes get used on Merge, but Gain Nodes don't
.. and apparently the OP is stuck with Gain Nodes at this point.
I'd try editing and using the Data Filter to change the CC# to the desired one, but that's just me.
In reality, if the default was that this process created Volume nodes and not Gain nodes, it may be better for most users in the long run.

Del learned his desired workflow years ago, and maybe more people would like that as the default.
Just a thought
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Make your sound your own!
.. I do not work here