When you play legato (that is, playing a note without releasing the previous note first), the Pro 3 will use the sustain levels for envelopes that have made it to the sustain segment. If sustain is set to 0 for the amp envelope, it'll seem like nothing is playing.
You can either increase the sustain, or turn on Retrigger (on the Misc Parameters screen), which will start the envelope from the attack segment, regardless of whether another key is held down.