In the file "John Mellencamp - Lonely old night 3.mid", the Channel 3 modulation, Channel 4 modulation, and Channel 5 Program Change are getting reset by a System Exclusive message that comes after them.
Take a look at the attached
Sekaiju event list view of "John Mellencamp - Lonely old night 3.mid" which is filtered to show only messages for System Exclusive, Program Change, Controller 0 (Bank MSB), Controller 1 (Modulation) and Controller 32 (Bank LSB).
View: event-list.png
The first System Exclusive message (F0 7E 7F 09 01 F7) is a message to reset to General MIDI Level 1.
The second System Exclusive message (F0 41 10 42 12 40 00 7F 00 41 F7) is a message to reset to Roland GS Standard.
The Channel 3 modulation of 60, Channel 4 modulation of 70, and the Channel 5 Program Change to steel string guitar are reset by the System Exclusive message to reset to Roland GS Standard. The other Program Change messages happen after that reset message so they're not affected.
Be aware that in vanBasco's Karaoke Player MIDI OUTPUT window, if an instrument sound name appears in a bright color, that indicates a Program Change message has been sent to that channel. If an instrument sound name appears in a dim color, that means no Program Change message has been sent to that channel since the beginning of the MIDI file or since the last reset message. In a case like that, the instrument sound will default to "Piano 1", or for Channel 10, the "STANDARD" percussion set.
View: midi-output-window.png
Also, vanBasco's Karaoke Player by default skips past the silence at the beginning of the MIDI file (while still processing all the messages in the silent section) so that when you press the Play you will immediately hear the first note. If you disable this setting as described in the following steps, you can actually see the Program Change on Channel 5 appear and then get reset.
1. Open "John Mellencamp - Lonely old night 3.mid" in vanBasco's Karaoke Player and stop playback if it started automatically.
2. Click on the music note icon in the top left corner and go to Setup. In the MIDI page, uncheck "Start from first note". Click OK.
3. Click the CONTROL button, then in the CONTROL window, drag the TEMPO slider to the minimum value.
4. Click Play.
In the MIDI OUTPUT window, you can see Channel 5 get set to "Steel-str.Gt", then reset to the dim default "Piano 1".