Midi in those days had an option to disconnect the keys from the sound engine so it could be used as just a controller, see if you are getting anything from the Midi out socket when you press the keys, if so then a setting will need changing in the menu system, if not then it could still be a setting somewhere so still worthwhile going through all the menu items, otherwise you may need to take it into a repair shop. (Check to see if there are any Yamaha forums out there that deal in their older synth lines)

Bill