They may indeed have an XG message at the beginning.
MIDI Monitor is cool, but I'd highlight the beginning of the MIDI tracks and use Event Editor to look at what is being sent instead. Better view of the data.

Also XG does use a different numbering system, so the Ketron may be trying to use a patch it isn't set up for (not likely though).

In the same session, a GM file works, then an XG file doesn't, right?
Where are the XG files from?
Can you post or email one for someone else to look at?
The fact that they play in Media Player confuses me as RB uses system drivers ..
are you sure the driver doesn't change when you load the XG file?
If Media Player can send it to the SD4 then RB should also.
This is fixable .. just a setting somewhere.

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