Yes, as you play the upper octave of the Piano 36, the volume seems to increase, and you must cut back on pressure or risk playing notes that are too loud and harsh. But you get use to cutting back on pressure very quickly. It is no different than applying dynamic control on any instrument such as guitar or organ. One of great things about the melodica is the instantaneous, instinctual, and precise control you have over dynamics. I love it. It is very expressive.
These days, I play the Piano 36 with the trumpet mouthpiece. I often hold the melodica from the bottom, cradled in my hand. I keep a cloth in my hand so the melodica also sits in the cloth. The cloth gathers moisture that tends to weep out. The cloth is also right there for when I clean the water valve discretely. I always play with the water valve closed, otherwise I get winded pretty quickly. The brightly colored cloth is also there for show. I tend to hold the melodica against my chest so I feel in full contact with the instrument. I can feel the vibrations and feel like I am connected to the instrument.