Hello sbreeze and welcome to these forums. You'll find many helpful people here and a lot of useful information. Make sure that you:
Looking at you track, there is no MIDI clip at the position where ReaControlMIDI is automated. Should there be. Also, the project does not have any MIDI CC messages from ReaControlMIDI. They are only generated during playback, sent the processor then discarded.
What you could do is disable the processor temporarily, set the track to Record Output MIDI, click Record. Then the output from ReaControlMIDI, the Volume CC#07 events will be Recorded onto the track.
As in:
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https://i.imgur.com/gORYmIF.png
You may need to move your MIDI clip out of the way, then move it back and Glue the clips together