Every synthesizer (software or hardware) I have ever owned work the same way... you can activate the sustain function (CC 64 = 127) either before you have played the notes or after, the result is the same: those notes are held.
Arturia's Analog Factory sustain (don't know about the individual soft synths yet) only works if you press the footswitch
before playing the notes. If pressed after, those notes are not held.
This is one of the most important, basic, functions of any keyboard.
Update please !
I see this is a problem reported repeatedly in this forum (although it mostly concerns the fact that you've also got the on/off reversed!), with no solution to what I have just described above.
I am impressed by the sounds I hear from the synths, but not at all by the keyboard due to this "little detail".