This is something that took me two hours to find out.
I compared the Pro-C2 with another compressor and the Pro-C2 behaved strangely. I wanted to compress a Piano sound so I played the MIDI Piano in a Native Instrument plugin then the compressor. The C2 was always compressing as soon as there was sound, even a tiny one that was way below the threshold.
Well, after hours I figured it out, so I give the trick to you.
I'm using (the fantastic) Reaper. In Reaper, a track can contain anything. Thus, what happened is that MIDI orders I sent from my keyboard were also going through the NI Instrument and to the Pro-C2.
By default, the Pro-C2 is configured to react to MIDI and to compress. That was what happening: the same MIDI order was producing the note and activate the compression!
I have to disable the Pro-C2 MIDI handling in order to restore a normal behavior.
I would prefer that, by default, this was off.