I'm guessing you're using preset actions to send your CC message. This is fine, but since preset actions only trigger when entering a preset, anything that you turn on in one preset needs to be explicitly turned off in all other presets. Not terribly convenient.
The best thing to do is set up an IA button that sends the CC. Make sure that Send on Preset Change and Update on Preset Change are turned on for that button. You can then program the button to turn on when you want that particular CC to be activated, and it will otherwise be turned off.
You don't even need to actually use the button on the PBC. You can put the button on an unused button page. As long as Max Button Page (in Global settings) is set include this button page, then the button will be processed automatically every time you change presets, sending CC on and CC off messages as appropriate.