Hello Alan,
Hauptwerk can have either sustaining samples or percussive (one shot) samples. Sustaining samples are able to have expression filters applied while being played (i.e. pipes), however Hauptwerk does not currently have the means to apply expression to percussive samples as a one shot sample type after they have been triggered. This also applies to pipe releases which wouldn't be affected by expression once triggered and is the expected behavior (although I realize that percussive samples are a different matter).
I'll discuss it with Martin to see what might be involve to add this for a future version of Hauptwerk, although we did discuss this some years ago and it would be a fairly involved "re-write" of Hauptwerk and how it handles sample types to accommodate for this.
For now there isn't a work around that I am aware of for this. Generally I would think that by the time you play the sample with everything else going on then move the expression pedal the decay will be mostly gone anyway,so the effect should be fairly minimal and not too noticeable. Until now no one has ever commented on this, so I don't think it's a major performance issue, however I do realize it would of course be a useful/more realistic feature to have.
Thank you.