I'm not familiar with either of these devices, but I suspect that you have a problem regarding the difference between what is possible with midi, and what is possible with the device when being used normally. Specifically, with the auto accompaniment. This may be able to generate notes in response to keys pressed, but maybe NOT in response to midi data received.
You need to check the manual for this device very carefully - there may be something that can be set to enable this. It will be to do with how the various sections of the electronics in the BK are connected together. Receiving a midi key-press might NOT be the same thing as a physical key-press.
I have a Casio keyboard which has a lot of auto-accomp functions, these are selected using a function/mode switch which also has an option for midi operation, but the midi operation and the chord/accomp functions are mutually exclusive, i.e. using one excludes the other. What you're trying to do may hit the same or a similar problem.
Geoff