Arh! The dreaded stuck note problem..

Yamaha like using 'active sense' MIDI message that sends regular MIDI data saying "I'm here! I'm here! I'm here!" this is fine and dandy if the device on the other end understands 'active sense' as if for some reason (no not the program Reason) the keyboard stops sending data (gets turned off), or the MIDI lead is unplugged the "I'm here!" message no longer gets sent, and then the recieving device shuts off any sounding notes.
MIDI timecode / clock can also generate masses of MIDI data too.

Question, are you only plugging the MIDI out into the MIDI in of the interface, or do you also have the MIDI out of the interface connected to the MIDI in of the keyboard?
Reason I ask, I'm wondering if there's MIDI loop, the keyboard is getting MIDI data back that it's just sent, and causing confusion.
Thing is, I didn't think Reason (the program) sent any MIDI data out.

See what happens when you try a different controller keyboard.