Ideally the dream keyboard would have BOTH.

For playing piano, and other player-volume controlled instruments, you want velocity sensitivity.

For organ, or maybe early electric "pianos" you don't...you want an expression/volume pedal. This is one reason a virtuoso organ player can do things a piano player couldn't - they can use all kinds of "wrong" reachs and finger movements that enable them to play things that they couldn't otherwise.