MIDI Thru - Hanging notes when using an external keyboard

I have midi thru enabled on NGEN.
I’ve connected the Arturia Keystep 37 in order to control the destination synths via NGEN.

However, when I press any key on the Keystep 37, the note is infinitely sustained.

The funny thing is that if I hit the play button, followed by the stop button, on the Keystep 37, the note is muted.

It must be noticed that the arpeggiator on the KS 37 is not engaged, neither is the hold button.