Hi Leno,
Definitely a bug, for which we apologize. I've confirmed this and written it up for fixing (task 2362).
If the note velocities for the entire staff is intended to be the same, then you can "mass set" the note velocity for all notes in the staff by doing the following:
1. Click the Staff Select button for the staff (or hold "Shift" and click a range of staves) to turn it light blue
2. Use Region/Convert Region to selection of notes
3. In Note Velocity tab, click the "96" button, and enter the value you want for all the notes (eg. 96)
Now all the notes in the staff will be the same velocity, rather than changing them one by one.
Sorry for the inconvenience - I've requested that this problem be fixed for the next maintenance release (not sure about the schedule for that, though.)
ttfn,
Sherry