I have a Korg N5 and a Alesis QS7 and the same problem.
The Peformance of JV-1010 need the next Bank Select:
MSB LSB Program Group
80 0 0-31 User
81 0 0-31 PR-A
81 1 0-31 PR-B
Verify in your X5 manual if your keyboard have any bank with MSB=80 and LSB=0.
PS: Don't forgiven... Read the pag. 49 of JV-1010 for select the JV-1010 select Perform Ctrl Channel = Korg transmit midi channel.
I read in a magazine that this module is excelent for studio, but not for live performance.