Hmmm, 18 years of midi(in Pro Tools) and I can't say I have ever grabbed midi volume. I just go to the VI plugin that midi is driving and adjust the plugin's volume
Having said that, your needs may certainly be different than mine
. Consider:
1-maybe adjusting the volume IS changing midi data(I don't know)
2-are you adjusting volume on an empty track?
3-what happens if you are in notes view? For me, the only time I use Clips view is when doing a copy/paste of midi data