For others with the same problem:
You may try a box that converts Expression voltage to USB, such as AudioFront units (1 to 4 expression inputs), Beatbars Expression to midi (they also have an unit for expression and switch), as well as the aforementioned Doremidi. Some are externally powered and others work with the +5V of the USB port.
There are a few expression pedals with USB outputs, the most recent being the Boss EV-1 wireless, Eowave’s USB Pedal, but these will always be in the 130 EUR / 150 USD price range. (Other than @broupe’s Lehle, of course. Lehle gear, costly as they might be, is just fantastic.)
You may employ a device that turns expression data directly into MIDI data, such as Midi Solutions Pedal Controller. This might be the solution that’s least prone to fail, since you don’t have to deal with possible low voltages at the USB port of your device.
Finally, for the tinkerers, it’s possible to DIY your way out of this.
Please do.
With such a small form factor and all of its other features, my guess – please notice: guess, educated and non-compromised – is that the circuitry for enabling an expression port and its required power (plus the space it would take) prompted MOD to make a choice. They have chosen 2 possible inputs for expression pedals, either via USB midi or DIN midi. Those inputs serve also a multitude of purposes, as opposed to the expression jack. (For the Duo X, MOD found a clever way to use the same jack for expression and CV.)
Sure, come think of it, a teensy board can provide expression connectivity, but that takes space and will require some software layer to operate properly. The 5V line required for the expression pedal to work has to be isolated from the remainder of the circuitry so it doesn’t produce unwanted results. The Blue Chip Axon back in the 90s employed 2 pins of the Midi-Thru connector to output audio, but later they realised it created undue interference with the midi stream, so they dropped that approach to implement 2 output jacks. The immediate consequence was to become a full-sized rack unit, as opposed to the half-sized unit before it.
Please notice that I am not defending MOD or justifying their approach. It is in my opinion highly unlikely that a company would forgo something in high demand just for the sake of selling a proprietary unit that they haven’t produced in a long time. The MOD footswitch was created along with the original Mod Duo, which had only 2 of them. Then, we must consider that bigger companies tried that approach in the past and failed miserably, Vox amps and their evil foot units being a good example.