How much does the volume decrease? I have a Poly-800 whose filter is probably similar and yes, the volume decreases some depending on the relative pitch of the note you're playing and the cutoff frequency. At least some volume decrease is normal. Think about it: incresing the resonance increases the emphasis on the frequency to which the filter is tuned. If you're playing mostly bass sounds and the filter is tuned a couple of octaves above that, increasing resonance will emphasize the overtones, which are naturally progressively softer the higher they are.
You could try switching the filter tracking to half or off (I think the DW offers you that as a program parameter).
Probably the organ patch uses sound sources that are inherently noisy (It's got eight wave patterns stored in ROM, right?DOes the DW have separate noise generation like the Poly-800? Then that would be another thing to tweak in the program.mn