I have to step on my hi-hat pedal very hard to hear the closed hat sound. Is it something related to my TD-20 settings or is it the EXS24? I have the same issue with EZDrummer
The V-Drum modules output quite complex MIDI around the hihat. You've got the various notes sent by hitting the pad on the surface or edge, and the pedal sends controller messages to open/close the hats (the EXS won't respond to this without specific programming). Lastly, when you stamp the pedal, that sends another note to trigger the pedal hat sound.
So, analyse what's happening. Probably the hathat pad is sending an open hat note, with controller data, and is only reverting to a completely closed note when the pad is hard closed.
(It's been a while since I built environment to handle V-Drum hihat pedal behaviour, so I forget the exact details.)
I'm not sure about EZDrummer, but DFH has specific handling for Roland hihat pedals which basically replicates this variable hihat. Unless you wish to build this into your EXS instruments, it won't be this advanced using just plain open/closed samples.
Use monitor objects in the environment to see what MIDI messages the module is sending, and you can build a strategy to modify the behaviour as your need to.