I've set up my MPE controller through MIDI CC Learn, but all the per-note changes are global and not per voice.

MPE support only works through the Mod Matrix, please make sure you first go to the SETUP/MIDI panel and select MPE as the option for the MIDI IN Channel. Afterwards, the ENV/MOD matrix will have per-note expression for pressure and mod-wheel. Mod-wheel will be controlled by CC74 when MPE is active.