Your Korg Kross is a combined device. It is a MIDI Controller (the keyboard part) internally connected to a MIDI Synthesizer (the sound generator part). It has the usual MIDI IN and OUT connectors, but you should think on the MIDI IN connector as belonging to the synth, and the MIDI OUT belonging to the keyboard. The internal connection should be regulated by the LOCAL ON/OFF standard controller event (MIDI CC 122).
With all the above information: you should connect the wireless MIDI receiver connector to a MIDI IN connector of the rack synthesizer. If your new synthesizer has only one MIDI IN connection, then you will need to use a MIDI merge box with at least two IN and one OUT. The two IN for connecting the keyboard controller and the wireless MIDI receiver, and the OUT connected to the rack synth.