you could try this:
Most MIDI devices default to receiving on MIDI channel 1, so connecting an external device and playing notes on Track 1 will usually trigger a response from the external device.
If the external device does not respond to what you're playing on a track, that may be because it is set to a MIDI channel that doesn't match the current KeyStep Pro MIDI channel.
I'm not familiar with the K2, but it being korg it probably responds to Hz/v and s-trig. If not have you experimented with these settings in the MIDI Control Center?
Next, check the MIDI channel setting of the K2. If the channels do not match you'll have to change the channel on with the track transmits. For example, you want to transmit a sequence that's playing on track 1 to your K2 that receives MIDI on channel 5. To make track 1 transmit on channel 5, go to Utility>MIDI Channels, select Track 1 output and set it to MIDI channel 5.
Hope this helps