If you want to do this at home, a computer or laptop can easily be the hub for all usb connections. On the gig, there are hardware solutions like the Kenton https://kentonuk.com/product/midi-usb-host-mk3/ that can convert from usb to MIDI.

However a one controller overall volume command is much harder to program, usually involving a sysex command that doesn’t work across all brands. But I’m guessing you want individual channel control, and that’s easily doable by matching Part MIDI channels and using MIDI CC7 & CC11 (expression) commands that the BK-9 sends.

Read the manual chapters on the MIDI Sets carefully. You can create up to eight different MIDI Sets, which are linkable to individual Performances, so most usual combinations of Part control of either internal or external MIDI channels can be set up in advance. But not enough for all 16 channels individually. You will have to make some decisions as to what you are least likely to want to control externally.

If you want FULL control of the Korg though, for stuff like Variation selection, Fills, Endings, etc., life gets much, MUCH harder. Probably hard enough it’s not worth bothering with, it would be easier to use a computer as a DAW and do the separate style stuff individually and combine later. Codes for style control vary wildly from brand to brand, you’ll definitely need some sort of live code conversion utility to convert whatever codes the master keyboard sends (if it even sends any for certain functions like transpose, Bass Inv etc.). All in all, unless you want to go down a rabbit hole that will decimate your available time to actually PLAY, I’d stick to just simple Part control…