Hi
I am using a Moog expression pedal to control various things on my Tempest (with great succes).
The answer to you question is: The latter!
It always work on the sound you have mapped it to, no matter what menu, pad or whatever, you have chosen on the Tempest. For me - it is super great. I often map the decay of the clap/snare/hats to the pedal, so I always can control that, no matter what else I control or where I am in the menus.
The way I use it, is to map the controls in the Mod Matrix for each sound. Then you can map Foot Pedal 1/2 to a parameter. And you can do this for multiple sounds - it won't affect each other. So basically you can map what ever parameter on whatever sound, and control all of them with the pedal - super useful!!