When mapping my overlay, I picked ‘Morph MIDI Modifier>Sustain’ because it seemed obvious, and because (I think?) that’s what the piano overlay uses by default, and it didn’t do anything. I’d assumed for months it was a bug.
Now I’ve switched it to CC64 and it works. Phew!
It looks like there’s a few other people over the years who’ve made the same mistake:
guide.sensel.com doesn’t mention what “Morph MIDI Modifier>Sustain” does (I still can’t figure it out for sure), so it might be worth putting a note in that section so that people know in future.