If you go midi to any depth there will be a bit of a learning curve. Years ago I had a controller keyboard with 2 sound modules and a rhythm machine; my opinion – It was not worth the effort for what I was getting. I was no longer playing my keyboard as much.
Again opinion; Stay with Yamaha there’s lots of help and an ocean of styles. This equals fun and enjoyment. There will also be a learning curve but you can build on that.
Once more, opinion; After playing your new Tyros 4 you will lose the desire to play your Kn5000. I own a Kn7000 and a Kn5000 and I was I was able to compare them side to side to a Tyros3 which I owned for a year. I decided to sell my Kn 5000 as good as it is the Tyros 3 was much better. I still have my Kn7000. (Sweet)
How I rate a keyboard;
1-The overall sound.
2-How easy it is to operate.
3-The options it offers.
4-The support that is offered. --- There are many many tutorials on “how to” and the available styles are almost endless.
With all of this I am betting you will not want to invest time learning midi.
Hope this helps, John C,