It depends really on the nature of the User Arp... Don't want to sound mysterious here, but since Arpeggios can contain both NOTE and CONTROLLER data, if that Volume message is in with the ARP Phrase you created, the instrument in the PART will respond to that message every time that messages LOOPS around.

Without knowing what is in the User Arp Phrase that you created, it would be impossible to say whether or not this is your cause. But it is highly likely, that a cc007 or cc011 message is in with User Arp data.... this would explain why it is overriding your Foot Pedal Volume message... MIDI settings persist (this means they tend to remain where they were last set, until either another message or a reset message countermands the previous value sent).

Another cause, although you describe it as "volume jumping", could be a change in the Velocity (Velocity can cause a jump in perceived volume even without changing the actual VOLUME value... Arps can be made to play at the ORIGINAL VELOCITY or at the Velocity of the keys played to trigger its playback... the parameter is found in "Arpeggio" > "Advanced" area as "VELOCITY MODE" - Original or Thru. Unlikely as this is, if set to "original" the phrase might seem like it is fighting against your volume setting up (but I doubt if this would seem to be "volume jumping"...)

Hope that helps you sort it out. But we can only guess without knowledge of what is in that User Arp.

Thank you. I wasn't aware that controller data is recorded too. Probably I moved the pedal accidentally while recording. The next try worked as intended. 🙂