I have a Keystep 37 (and essential 61).
As I figured out, every Arturia instrument has it's own midi mapping (Midi config in the Advanced parameters).
More precisely, you're not "controlling your presets with MkII", you're controlling the Midi config of each instrument. You're probably able to control the AL with the default MkII midi config. When you load B3 (Pigment, Farfisa, etc.) in AL, the AL Midi config applies, not the B3 (Pigment, Farfisa, etc.).
You have make your midi mapping (Midi config) for AL and they will apply to all intruments you load in AL.
The B3 midi config you create is not saved with the B3 presets, it sticks with the B3 midi config.
Since you did it with B3, I presume you can do it with AL.