OK, I think I figured it out. First, you have to create a template in the MIDI Control Center that assigns the Global velocity curve to the keyboard. Then you have to store this template in the Keylab. Until you do this, none of the global settings you adjust will have any affect on the velocity. Once the preset has been transferred to the Keylab, it seems that the Global settings take affect across all the user presets.
I don't get this at all, but it worked for me. Mostly, I don't understand why this process is not made clear in the Arturia manuals, nor anywhere else that I could find in the FAQ, forums, etc. Did I just totally miss this? I noticed several posts here by other users who had a similar issue, and that some of these users were returning their keyboards because they could not get this to work. It would seem advisable to Arturia to clear this up somewhere.