OK - yeah, it's not terribly clear exactly what you're supposed to do, and the note about Synchron SE, as written now, specifically applies to the drum and percussion rolls, not to other instruments.
In my case it's probably just a hangover from years ago. I've been using Sibelius with VSL SE since 2007, when I'm sure it was necessary to manually change the VelXF controller to 11, so I just assumed it was still the same.
Thanks for your help. Dynamics now working. Looking forward to the Synchron Player update with the memory fix!
Mike