Hey @tschwartzman and welcome to the Cayenne Community. I’ll give you the software half of this, and hopefully one of our more hardware oriented guys can chime in on the that half of things (I believe your suspicion is correct – that you do need an external resistor somewhere – but I’m not entirely sure which one and where).
Speaking software, Cayenne doesn’t have a setting for the internal pullup resistor on the Pi in our UI, but if you connect your Raspberry Pi through our MQTT API using the Python MQTT Pi agent (as opposed to the agent software that is installed when you choose the ‘Raspberry Pi’ option in our UI), then you can use Cayenne without the webiopi layer that we use to interact with the GPIO in the ‘original’ agent. Basically you could integrate the Python code you already have and is working, with a client that can exchange values with Cayenne.
If you wanted to experiment with that route, just follow these steps to uninstall the original agent before installing the MQTT one.
The easier answer indeed might just be getting this external resistor in place 
.