OK I found the solution!!
I realised that I have other problems with some other application as well, not being able to communicate with my KL88 like Synthesia and MIDI OX.
So I found this page and it has fixed the problem for me. I assume it could be a fix for some other Arturia products having SYNC problems.
https://support.serato.com/hc/en-us/articles/202552630-Fixing-an-Undefined-External-Error-in-MIDI-OXSteps to follow:
1. Hold down Windows key and press the letter "R". This will open the Run window. Type in "regedit" and press enter to open the Registry Editor.
2. Press CTRL + F on the keyboard to open the search window. Copy and paste the following key in the Find what field, Ensure that there are no spaces leading or following the key: 4D36E96C-E325-11CE-BFC1-08002BE10318
3. You can confirm that the search has located the correct key because the "(Default)" value shows as "Sound, video and game controllers", also the "Class" will show as "MEDIA". If you haven't located the correct keydo not change any entries.
4. Right-click in the right hand pane in the blank space underneath the data and select "New" > select "Multi-String Value".
5. Right-Click on "New Value" and select "Rename". Type in: UpperFilters (case-sensitive, all 1 word).
6. Next, double-click UpperFilters and under "Value data:" type in: ksthunk (case-sensitive, all 1 word). Now click OK.
7. Click File > Exit to close the Registry Editor. Try and connect your MIDI device to the software again.