Hey,
If I understand well, you have two solutions :
-Go to the MIDI preferences of Live, and look for the Keystep in the output midi devices. Make sure the "Sync" column is set to off and Live will stop sending play/stop messages to Keystep.
-Put the sync jumpers in the "Internal" position (shown in the screenshot). That way, Keystep will simply ignore the incoming clock messages, and act on its own.
Hope this helps !
Victor