Hello Peter!
For dynamic changes Sibelius sends CC11 (MIDI Control Change 11) values. By default these values trigger the Vienna Instruments expression slider. During sustained notes with dynamic changes, the volume should change a bit, but the timbre will not. In order to get more realistic crescendi and diminuendi you can do the following: Go to the Vienna Instruments Perform page. Activate Velocity X-Fade. Then click on Map Control. Now set the source for Expression to none. Then go to Velocity crossfader and select ControlChange/Controller 11 as source. This way, you also reduce the overall dynamic range of an instrument. Don't forget to save your playback configuration in Sibelius after that.
(This will not work for drums, percussion and cymbals, because CC11 is not implemented for these instruments in the Sound Set. Lots of the percussion sounds don't blend well when crossfaded.)
Additionally to this you can edit the playback behaviour of hairpins with Sibelius. Select the hairpin and change the behaviour of it in the Properties window under Playback/Hairpin. For details take a look at the Sibelius manual.
In some cases it might also help to change the Sibelius espressivo setting to "Poco Espressivo" or "Senza Espressivo". You can find that in the Play/Performance menu.
Best,
Andi