Thanks for the clue. Yes I opened the manual, this is just a bad design. It looks like developers on two different teams didn't talk to each other and created redundant menu systems for settings and midi instead of consolidating them into simplified UI. It's not like Pigments is a legacy app.
For example, Native Instruments, U-HE, Specratsonics, Modartt, and every other DAW and plugin developer has one preferences menu to setup midi.