In Voice mode, the Controller Assignments are global for the entire Voice mode, and are made in [UTILITY] mode
Press [F5] CONTROL
Press [SF3] CONTROL
Here you can set what each assignable Controller is going to going to send.
The MW is fixed and always sends cc 001. If you want to use a Foot Controller to act as your MW, set the Control Number for the Foot Controller to 001.
In a PERFORMANCE or SONG/PATTERN setup, the Controller Assignment is done per program.