I think the problem is that you are using the keyboard to play back your MIDI.
So when you hit Play or Record PT sends the MIDI to your keyboard, and that MIDI gets turned into Audio inside the keyboard, then the Audio out of the keyboard is going back into PT via the Audio outs from your keyboard .. so when you go to record the keyboard as Audio, the current playing MIDI tracks are also going out the Audio out of your keyboard along with what you play to record.

The solution: record the existing MIDI as audio tracks into PT first.
Just select an Audio track and hit Record and let the song run.
You should end up with Audio tracks of your existing MIDI.
Now you can turn off the MIDI tracks in PT and use the Audio tracks.
That eliminates the MIDI playing out of your keyboard along with your playing.
Lastly, record your new Audio track of your playing onto a new track.

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