First, of all most solenoids are only full on or full off devices, much like a electro-mechanical relay. Trying to control a solenoid with a PWM signal is most likely to be very disappointing, they are not designed to act like linear actuators.
it's not only about solenoids - direction control valves are basicaly pneumatic equivalent of digital components - they are either ON or OFF (or in case of 3 way and 5 way valves they act pretty much like single throw switches)...
What you want is a proportional valve - you could regulate flow and openning speed with them but they are more expensive than direction control valves
To help you get the idea of what is a proportional valve imagine a ball valve with an RC servo attached to it