By adding gain between the engines it's really easy to distort the signal internally and it leads to really nasty sounds and guitarists that are confused as to why their pedal sounds really bad. To avoid this we've essentially disabled the output control while you're in the first engine of a serial patch (which we realise is also a bit confusing, but we felt it was the lesser of two evils). You can still control the output volume by adjusting the volume control in the second engine (and there's little risk of it clipping because it's controlling an analog VCA).
We know that this limits doing expression pedal volume swells with the input signal. To help with this check out input rider mode - it's under ambient aqua in newer firmware. It's setup with thing 1 as an input level to the effect. If you assign your expression to that control you can do the fade-ins. It also has an All-pass filter on the output to further smooth out the swells.