Are you using Melodyne as an insert on the track, or are you applying it to to individual audio events in the track (by hitting cmd+M, or ctrl+M on PC)? If you are running it as a plugin on the track, I may be wrong, but I don't think it will follow your volume automation curves, or even any edits you make on the audio events themselves. Alternatively, if you use Melodyne as a Event FX on the audio events in the track, it will follow your automation curves and edits.
I found this very helpful article on Celemony's website that has some super helpful info:
Hope this helps :)