from what I understand from your message, you want an immediate fade out. If so, just put a 00 in the volume column where you want to stop the sound (works for samples only, not MIDI nor VSTi).
Otherwise, yes: you have to switch the envelope on, if you want to use the “fade out” RNI feature. It just subtracts the fade out value to the present WAV volume (out of 65536 of maximum) at each tick so, if you want to fade in a lower number of rows, you should try to keep the “speed” parameter as high as you can.
Why don’t you want to switch the volume envelope on? You can simply set a plain horizontal line-shaped envelope or, use the sustain feature to avoid that the volume fades until note off.
Another way to do it is to make a linear volume envelope, that right after the sustain point goes down to zero.
This lets you make a quicker fadeout than the fadeout option.
You can save your envelope by rightclicking on any of the envelope presets buttons.
It won’t solve your problem, but just in case you don’t know you can also set the NNA (New note action to noteoff). This way the note will be released when there is another note below.