Based on your first post, if I'm reading this correctly....
* Piano sounds do disappear after a few seconds since pianos use wires that are struck with a hammer (like a bell)
You can use the sustain pedal, play and release a note which will disappear after a few seconds.
* Synthsizers come in two flavors: Monosynth and Polysynth.
Mono synths, like the Moog Modular is typically a MONO synth (though Arturia added a Poly setting) Mono Synths can only play one key at a time. There are also two types of MONO synths, one of which will allow a lower key to override the one being pressed and the other type allows an upper key to override the note being pressed.
POLY synths are like pianos so that you can press more than one key at a time. Those are usually digital synthesizers (as compared to the Moog which use dedicated transistors and are analog.) Arturia added a POLY setting to the Modular V synth which expands the types of sounds you can play.
* Electric pianos (in most cases) will continue to play one or more notes as long as you press the keys because they use electronics to do this (some with tuning forks wrapped in wiring) where as standard pianos use mechanics parts.
If the casio plays all keys at the same time, it is possible that it's sending continuous midi signals (like a sequencer) which constantly activates a set of keys in the presets.
If this isn't what you were refering to then....... NEVER MIND - DISREGARD THIS POST.