Gravity is not really affected by mass in Dark Physics. You're confusing real world physics with PhysX. It's a common mistake. "Real world physics" is just marketing doing the talking. Marketing people are usually the least in touch with what a product actually does.
Anyway, to solve your problem, are you setting the sphere's gravity vector to 0,0,0?
Try dropping the sphere and cylinder. Don't have them start out in contact with the plane. See if the sphere falls and collides with the plane. If it does fall and then start rolling off the edge and still suspends itself, then there's definitely something odd going on with collisions on the sphere.
do{;}while(1);
