I'm pretty sure the QSR handles velocity. I think for some sounds, it is turned off. Which is pretty normal for many sounds. For example, there are many keyboard instruments that are not touch responsive, like a Hammond Organ for one. I think Alesis has set the velocity range or shape to play loud now matter the velocity. I'm sure you can change this. And since you know you successfully send velocity to other sounds using the XP10, I'm certain the XP10 is sending velocity messages. Velocity messages are a basic part of MIDI I'm sure the XP10 and the QSR are handling exactly as programmed. As far as controlling the QSR's volume with the XP10's slider, to me, it sounds like you have to assign either velocity or volume to the slider first in the XP10.
A friend of mine had trouble at first using the XP10 as a master. He had the switch in the back set to PC1 or PC2 or MAC, I don't remember, but it was not set to MIDI. But I think you already know about this.
Best Wishes,
RW