Currently the only place you can change the velocity of instruments played by the computer keyboard is a little drop-down under the Pattern Editor.
When setting up or playing around with Instruments, you may well have Auto-Select Played enabled to help you work out what is where etc. To play to lower velocity notes you have to switch to the Pattern Editor and back again.
I suggest having the drop-down for default velocity on the Keyzone Editor and Sample Editor views as well (both of which have the Auto-Select Played option.)