Well, I think I figured out how to fix it (although I don't understand why it wasn't working). I had Midi-OX running routed through Maple virtual midi cable to allow me to use my pitch bend as a modulation wheel. Works fine for KP2, but for some reason it was messing up the Steinway, even though I had the input set to bypass Midi-OX.
Solution: Close down Midi-OX completely when working with the Steinway. Maybe this will help someone else.