So here's the answer from Roland Product Support:
Roland Product Support (Roland Corporation)

Nov 3, 2023, 3:41 PM PDT

Hello,

The Prelude and GW-8 do have "Performances" which save the Upper and Lower tone information and rhythm data to be recalled later, but there is not an option to select these via MIDI. You can select the Upper and Lower tones using bank select and program change messages, but there is not an option to select Performances this way on these models.

There is also not a MIDI message that can advance up or down the Performances, but you can assign a footswitch for this if needed.

womp, womp. I guess I'm in the market or will trade for a good used BK-5.