I completely feel your pain. I've tried for months now to send MIDI out of Logic and have it converted by the Keystep Pro to trigger my monosynths. So far, I haven't found a way in software/firmware to avoid the feedback ("MIDI echo" I believe it's also called) when either playing the keys on the KSP or sending out MIDI data from a region playing back in Logic. This is so incredibly frustrating, because one of the main attractors for me about the KSP was its potential to act in that specific role: as a MIDI to CV converter. I've tried the workaround you mentioned - disabling Logic listening to incoming MIDI from the KSP - and can confirm that it works, while sacrificing the use of the keyboard to use it as a MIDI controller. My firmware is up to date, but that doesn't seem to make a difference.
I really hope the developers come up with a way to streamline this process. Some sort of "Local Off" message you can configure in the menu of the device. Or something similar.
This is something I'm really surprised hasn't been addressed by Arturia more closely, since I suspect we're far from the only ones who wish to use the KSP in this capacity.
I also have the same issue with the Beatstep Pro.
I do have a workaround, though it's rather unorthodox. I'm taking advantage of the fact that the KSP has MIDI DIN connectors. Since MIDI in and out run through their own cables (coming from a MIDI to USB interface/adapter/dongle) to discrete in and out ports, I can simply unplug whichever cable corresponds to the function I am not currently using. This eliminates feedback entirely. Obviously, it's incredibly annoying to do this manually, and I suspect it would eventually wear out the connectors. So to make things a little more tidy, I drilled holes in a tiny project enclosure for two pairs of MIDI DIN female ports (for incoming and outgoing messages, respectively), and soldered switches for each to selectively interrupt the incoming and/or outgoing data, whenever I want, independently. And it works like a charm! Not the prettiest, but now I can avoid feedback without having to worry about plugging and unplugging the cables again and again. And when I want to use the KSP as a traditional MIDI controller, I flip the switches so that the output stream is connected and the input is cut off. This method wouldn't work with USB, since there's no access to individual streams of incoming and outgoing MIDI data, as far as I know.
That's what I'm working with for now. But I've encountered another problem beyond what the OP has mentioned: the KSP will drop notes sent to it from Logic. I suspect it has something to do with the timing. I've done some tests with MIDI regions and the new step sequencer (ver. 10.5+), and it seems that when notes are too close together on the grid, one of them will not sound. I can confirm this with the LED indicators for each key on the KSP - they simply won't light up. This seems to be independent of the project's tempo. (And apparently it's also happening with the Beatstep Pro, as seen here:
https://forum.arturia.com/index.php?topic=103778.0. I may follow up there as well.)
Hope this helps. I'm really looking forward to an answer to this situation that seems to have no resolution. I've torn enough hair out over trying to figure this out. Thanks!