Did you select all of your strokes, or brushes, and key them ALL?
I had this problem with grass once, and I found that I was not selecting all of my strokes correctly.
PFX has SO many settings, that it's easy to give up, so what I ended up having to do was to create, and animate one stroke, then duplicate that stroke over, and over again go get the look I was after.
I'm going to be trying this at work on a shot with foliage soon, and I'll let you know what I did to get it to work
Israel "Izzy" Long
Motion and Title Design for Broadcast-Film-DS