There are several factors that could be at play here... Among others: NI plugin MIDI settings themselves...
But the first thing I would check is that your initial sustain-pedal-down event (CC#64 - 127) is occurring at the beginning or after the beginning of the song playback.
You could easily spot this CC position in the Event Editor, normally 1-1-1-1 is the beginning of the playback. If the Sustain controller event position is before 1-1-1-1, then it is set too early to be initially taken into account by Logic.
However the chase CC function works in cycle playback mode...
It is also mentioned in the documentation that similar problem will occur with some sample playback instruments (such as drum loops...). The (NI Komplete 7) Kontakt 4 plugin, that plays your piano, is a sampler...
One easy way to find out if this is the problem:
Set Logic to playback in cycle mode (lets say from bar 1 to bar 3).
Normally you should start to hear the sustain-pedal-down effect on your sound on the first repeat of the cycle (and thereafter...).
If this is the case, then you could circumvent this little flaw, either by creating a pedal-sustain-down event at the beginning of your track or move your initially (and "prematurely") recorded pedal-sustain-down event at the beginning (or a little after the beginning) of your playback.
If the above doesn't work, chances are that either other parameters in Logic or Kontakt are set to filter out the CC#64. Then you will have to troubleshoot further to isolate the source of the problem...