Try changing the velocity of the notes, so that with each note the velocity goes a little bit down until it reaches zero. But be careful, maybe this is not what you want because some instruments change their sound to something different when changing velocities.
As an alternative render the MIDI into an audio file and create a fade out on the rendered audio clip.
You can just export your song tracks as individual audio files and just drag and drop the files back into music maker.
I think the problem that the fade out doesn't work is because in your MIDI objects where the fade out takes place there are just very long chord notes and each note can just have one velocity value. The velocity cannot be changed over time. If a fade out lasts over many short notes the fade out will sound fine.
Therefore I think exporting and reimporting the MIDI tracks as audio files should be the best option in this case.
Another option I found: you can click with the right mouse button on the track and then select 'Display Track Curves' -> 'Volume'. Then a green line appears. You can double click on the line and a node will be added. The nodes can be moved up and down and left and right to set the volume of the track. When you are using this option an export of audio files is not necessary. But it is a little bit fiddly to edit the volume like this because you need to double click the green line nearly pixel perfect to add a node.