Now you know why I used purely software in the 90s (Still do) with the only downside being you need wires all over the place which rules it out for the lounge.
When Wersi introduced the OAS system organ/arrangers I 2000 all the problems receded as you could use VST instruments on-board so it could now be put in the lounge. (You can have pretty much any sounds you want on-board and play it as if it was part of the factory sounds)
The above is the reason I could never go back to the limited capabilities of a hardware organ/arranger.
Back to the question:
You don’t need a DAW to use VST Sounds, you just need a computer with a quality audio and Midi interface, and you can then control the sounds via your keyboard using Midi and feed the sound from the computer into your keyboard.
Do a quick search on SZ and you will find quite a few of my posts that explain how to do it all, and suggestions for various VST?
For Piano sounds also try
Pianoteq and the industry standard
Ivory For a GM Sound Set try
Goliath For general purpose
Komplete 9 and for a free one
Komplete Players There are also many more out there.
Hope this helps
Bill