There is nothing saying that the MIDI clock transmission is turned off when you work in external mode. In fact in the manual it tells us that in external mode, if no clock is sensed on the MIDI in port that the Keystep will still send MIDI clock using a 'flywheel' type function that transmits at the last tempo received on the in port.
The constant MIDI clock data is actually something nearly everyone wants. It missing from the BSP has made a lot of people find the device unusable. I suggest getting some sort of MIDI filter box that can block clock data.