RIP
According to the manual, available at https://jp.yamaha.com/files/download/other_assets/4/1618034/ta3_tc3_sh3_sc3_en_om_c0.pdf at page 53
On an actual acoustic piano, subtle changes in the sound can be produced by changing your
playing touch from when you press a key to when you release it. For example, when you press
a key all the way to its bottom, the key hits the keybed underneath and the noise reaches the
strings, changing the sound slightly. Furthermore, the tone when the damper is lowered onto
strings to mute the sound is changed by how quickly you release the key. Grand Expression
Modeling technology recreates these subtle changes in the sound that respond to your touch.
This allows you to add accents by playing strongly or add resonance by playing softly to
produce superbly expressive sound. A crisp tone can be heard when playing staccato as well
as a lingering sound produced when releasing the keys slowly.
and then page 64
When transmitting MIDI data from this instrument to an external MIDI device, unexpected sounds may occur because of data related to the Grand Expression Modeling function
I am convinced that it does send these "internal" information as MIDI. Now for how VST companies could use those, your guess is as good as mine.
EDIT: the MIDI pdf file at https://jp.yamaha.com/files/download/other_assets/5/1784935/ta3_tc3_sh3_sc3_en_mr_b0.pdf has lots of information (probably too much 🤣 ) and it's not clear to me if this Grand Expression is included (there is a CC called "Expression" which could be it, and a quick Google search hits mostly Steinberg stuff talking about "note expression")

