Well probably not enough info but the things to consider are:
Does your MIDI Controller output Velocity info? Some toy keyboards (Casio, Yamaha Portasound etc) will play internal sounds with velocity but not transmit. I am assuming recorded notes have a velocity value and if your controller doesn't send then they will all be a set value, probably 100, 64 or 127. If this is the case then you need a new controller.
The Reason instrument you are using to play recorded notes may not be set up to handle velocity info so even though recorded notes will show differing velo info the instrument plays everything at the same velocity (usually 127). Thor and Antidote default to no velocity assignment. Subtractor assigns it to Filter Mod Envelope.
If neither of these is the case then you would appear to have something filtering out the Velocity info from the MIDI stream or it is simply broken (your keyboard not Reason).
Final possibility is that you are the most even player known to man. I doubt this so see above.