Even though you may perform without a computer, initial setup is A LOT simpler if you hook it up via USB and use the "MIDI Control Center" program to change your controller settings. Once you're in the program, and click on the Prog Chng. button, you will have the option to choose the midi channel it sends the message on. You can do all sorts of crazy things with it too. For instance, since I have no need for transport control functions, I've setup the transport buttons to send program changes 1-6. I don't need to send them to different channels as you do, but between all the buttons, you could theoretically set 16 different program changes on whatever channels you want.
You can also create virtually an infinite amount of internal program setups in which the controller settings are all different. Once again, no need for that in my setup, but many do use it like that.
Does this help? Am I understanding your needs correctly?