The MIDI Note is a trigger. You are triggering a sound to playback. The length of that sound you're triggering depends on if it's a real sample or a synthetic sound.
If the sound was a sample (real audio recording) good chances the original instrument may not have a decay. The length of the MIDI note would hold that sound on as long as the sound is engineered for. If you had a 10 minute sample of a train passing, the MIDI Note can be dragged out as long as the original sample, any MIDI note that is longer won't make the original sample play longer, it will just stop. You'd have to edit the audio sample to add length to it by copy and pasting sections of the sound to make it longer.
If the sound was from a synthesizer, make sure the sound you are triggering does have it's ADSR (Attack Decay Sustain Release) Envelope or Amplifier Envelope settings for Sustain and Release dialed back, you may need to turn those up so the sound does not slowly decay for as long as you hold the note.
