I have also made the experience when occasionally playing on keyboards with onboard speakers that these speakers are optimized for the sounds of the keyboard, and tend to have a focus on mid frequencies.
I once had to play on a very cheap keyboard of the 1990s, and we thought we could improve its sound by connecting a Bose WaveRadio. But instead, the cheapness of the sound came out, and highs and lows were too much boosted, whereas with the mid-focused speakers of the keyboard still made it sound bearable.