Yeah, that made sense to me as well and I tried it repeatedly, however it doesn't work. When my expression pedals are set to Global unplugging the pedal always returns the preset volume pedal to zero, regardless of any saved state prior. Every preset goes to zero.
The only solution I've found is on occasions when I don't plug in the expression pedal I can go to global setting>Expression in invert the expression pedal. The result is all presets go to 100 instead of 0, This means when I go back to using the expression pedal I have to reset it to normal, or it works in a backwards fashion.