Hi Cédric MIALARET,
Well there’s a reason behind it, maybe it relates to MIDI usage.
There are a couple of others that need you to adjust the mod wheel before you get any sound;
PIANOBOOK COMBO: GUITAR TEXTURES
Soft String Spurs – Kontakt 5 by ARC (which doesn’t load in 5.8.1)
and there a couple of other kontakt instruments where the volume is linked to the mod wheel but you can hear them straight out the box.