How to fix this is to go into MCC and change the midi CC's that are sent when you use the transport buttons. They are in the global pane on the right a good way down the global settings. The defaults are CC's 50, 51 and 54 (something to do with Live using them ? IDK). I have changed these to 124, 123, 127. Those CC's are generally not used on most gear except CC123, which is all notes off. But putting CC123 - All Notes Off - on the "stop" button is really what you want to be doing anyway. CC124 is commonly used for turning off omni mode, another thing you really don't want on anyway. And generally CC127 is never used for anything.
The transport controls on the Beatstep Pro send midi data that is the same as the CC's that control a good amount of Waldorf synths filter section, in particular filter cutoff (CC50), filter keytrack (CC51) and filter type/cutoff modulation source (microwave II/Pulse 1, Pulse 2 doesn't use CC54 luckily). As the filter is something you really notice when it changes, you notice that straight away with the older Waldorf gear but with the Blofeld, that spread of CC's controls ring modulation level and glide mode, which isn't too bad when they are suddenly at 127, but CC50 in a Blofeld is pitch mod, so look out if you hit record with the transport controls sending default data.