According to the manual, "KeyLab mkII's MIDI Out connector will send USB / MIDI data
to external devices, and can do so without a computer when powered with the
optional power supply. The MIDI In connector receives MIDI data from external
devices, and also serves as a MIDI / USB converter for your DAW."
That last sentence implies to me that if you connect your keyboard to the MIDI In, it will be transmitted as you expect to the DAW via the USB connection.
If you're still curious about this in a week, I'll try it for you.