Check "Automation Quick Access", turn it off if it is on.
And check your Controller Assignments. You might have mapped the modwheel to some parameter or key command. Once something is mapped, you do not see it in Logic anymore. To check, just open the Controller Assignments panel in expert view and move the modwheel. If it is mapped, it will show up and you can delete it.
Mhm, this is about all I know. Together with Eli's suggestions you should find this message unless it vanishes between the keyboard and Logic for some reason.