Is the Yamaha USB using Yamaha patch numbers? Try using 0 or 2 instead of 1 for the piano.. Yamaha uses 0-127 while Roland uses 1-128. (?) Just a wild guess, because it sounds like you are doing it right.

Otherwise the MSB should be the bank number, The LSB is the second (select) number and the actual patch number is used as the program change number...

At least that's how it works here..
You could try using the event list and send these as control changes to see if that works.
I think the controller numbers are 0 and 32 for MSB and LSB. Most Rolands will recognize that method also.
Insert a control change 0 and the bank number as the value.
A control change 32 with the Select number as a value, and then a program change number with the patch number as the value.. in that order

Also, if the synth is in performance mode, it may be ignoring these messages even though they are indeed getting there. Some Roland synths have a separate switch for allowing bank changes via midi when in performance mode.

I do not work here, but the benefits are still awesome
Make your sound your own!