Use the MMC (MIDI Control Center) to change the KeyStep's configuration.
In the Device Settings tab (far right), look for the Transport settings section.
Change the "Transport Mode" to MMC.
The "issue" you're experiencing might be related with the Transport buttons sending both MMC and MIDI CC cmds, which by an unlucky coincidence, STOP is sending (by default) MIDI CC 51 which might be the one used by Skulpt to change its AEG parameter.
So, simply change the KeyStep to not send MIDI CC's from its transport buttons
Edit: yup, confirmed, Skulpt's "AEG Amount" is using MIDI CC 51 as described in its MIDI Implementation chart (Page 32):
http://www.modalelectronics.com/wp-content/uploads/2018/11/skulptsynth_manual_v1.pdf