I have never had any problems using USB connection from controller to computer so I'm probably not the best evangelist for legacy ports like midi sockets. The only time I ever found MainStage unresponsive is when I had accidentally changed the midi channel on my controller. This might be your issue, or it could be something else, but if the keys are responding on the virtual keyboard on screen but no sound is coming out, then clearly you can rule out the USB connection because midi data is obviously being transmitted.
Unless your computer has a built in midi interface card (which I'm guessing it hasn't, seeing it's a Mac), one way or another your controller will still link to the computer via USB, either using a direct cable from the controller or through a USB-to-midi interface sat between them (be that a separate box or a cable with the USB-to-midi electronics bodged into it somewhere). Either way, IMO, adding another piece of hardware between the computer and controller is just something else waiting to go wrong at a critical time, and you're better off with USB to USB. I'm sure other opinions are available, but that's mine.