This thing is very strange. You can transpose the song to any key, and the keyboard remains in the original key. In other words, if the song is in Bb, you can transpose it up 2, but to play along with it, you must play in Bb. If you transpose the keyboard using the setting for that function, the song reverts back to the original key.
You can do either but not both, unless you transpose before entering the song play mode, like Dave said.
Very strange. I'm glad I play most everything live. Still, if you have a guest vocalist that needs the song in a different key it would be nice to be able to change both settings.
Wish I could help, but this seems to call for a software fix.
Don