It is getting a bit complicated, but I will try to explain short.
Arturia has not written special software for all DAWs, but they claim "almost any" DAW compatibility. To achieve that, they try to imitate "well know" controllers. Physically device does not have sufficient controls nor real properties to do this completely, but on MIDI level they mimic it.
Ch:1 N:105 is "FADER 2 TOUCHED" (127) "FADER 2 NO LONGER TOUCHED" (0) in Mackie language. I guess you are using MCU preset on the device (that can be checked/changes, see Arturia manual). Physically faders are not touch sensitive, so they just send "Touched" then "Real value" then "No longer touched" sequence. AZ Controller shows just one MIDI event per time, so you only see the last one.
To continue work with MCU preset on Arturia, you need to ignore these "Touch" messages. For that, define separate control (sets name it FaderTouch2) and select "System" type for it and MIDI learn it from N:105 (other messages for other faders). Leave logic empty. After that you no longer will see that (useless) messages and can finally learn real fader messages (will be PB:2, so PitchBend).
Do not forget to set "Block all channel messages" and "Block SysEx" in the Options tab of AZ Controller.