This is because no controller is generated by the DrumStation's / D-Station's individual Level knobs for this purpose. The DrumStation and D-station will respond to Controller 7 (Volume) but this will alter the total level of all drum sounds simultaneously. The way to do it is to adjust the velocities of the individual notes themselves in your sequencer. For this reason, it is popular to have one drum sound per track on the sequencer as this make velocity adjustments easy.