It is supposed to respond, quote from p.71 in the manual:
---------------------
Matrix-12 V provides a feature for just that purpose: Program Chain mode. It allows you to take any one of the presets, either Single or Multi, Factory or User, and place them in one of 128 locations for quick access.
What’s more, you can use MIDI Program change messages to select the presets when Matrix-12 V is in Program Change mode. This is a great way to integrate Matrix-12 V into your live rig; just send MIDI Program change messages from your controller keyboard and you’ll have easy access to your favorite Matrix-12 V sounds on stage.
---------------------
But what I first see now is the referer to Program change mode, not that it solves anything right now, I can't find anything about Program Change Mode anywhere.