OK, figured it out, somehow I got confused by "Enable Protocol Support" in Mackie settings area, I had it Off before. Now everything is totally fine. However, I did not test all the buttons, but, say, for Dim it is indeed set as "toggle" behavior. I think I'd prefer it to be set as "gate". I.e. On state - button on, Off state - button off. How the user later deal with his MIDI - it is up to him.
Not confirming about Note On - 0, any On state works(?)
Added, I see, there is quite some space to beta-test things, since I believe not so many people actually use it, I think RME may quite lack the feedback in this regards. Say, Recall behavior, you press the key (MIDI) - nothing happens, you release the key - then it works on release. Why?
Added, ah that exactly means what po was saying, you can say so that it activates on 0.