Sadly, room acoustics are not an exact science, and that's why the keyboard gives you choices to emulate certain room conditions. A grand piano has a huge BRASS harp with hundreds of strings vibrating, making the wooden box vibrate as well .... this kind of air movement will certainly reverbarate in a room more than a compressed, digital signal coming from speakers.
Unless you're in a gym or the mood suggests it ..... leave the reverb setting "as is" ...... I doubt that you will hear any adverse effects. Sometimes I lower the effects on my voice in "extra live" rooms, but I sing pretty strong, and my acoustic sound pushes lots of air on it's own. The kb is another story altogether.

Unless it sounds bad .... don't fix what isn't broken.