Looking at the manual for my Yamaha MU90r, which is an XG device, I note that there is an option to SET the Device Number. This seems to include an option for 'all', or 1 to 16. The notes suggest that this may be important when using, for example, Bulk Dump or Load options.
I tried to find something similar in the manual for my Korg NS5r, but I don't see anything.
Maybe Yamaha tries to make more use if this setting than other manufacturers?
I'd assume that if a device does not have such a specific ID, then it will take no notice of the SysEx data?