Well, based on my trials, I found that the expression pedal seems to reinitialise, losing reference to where it was. Try this: set up too pitch shifter FX on the Kemper, switch between one and the other. You'll find that the pitch shifter loses its place somewhat erratically, i.e. loses position whenever it feels like. This could be a disaster in a performance situation.
This would explain the cryptic warning in the manual against doing this kind of thing. In that respect, I wonder if there will be any difference with the Remote on this issue. I really wanted to be able to do this (activate stomps using CC messages), but based on this experience, I think I will shift back to a programme change based approach to creating my performances.