i don't have a Technics, but on my Yamaha, if I set the polarity to 'reverse', the pedal acts as you describe. There should be a menu setting on your Technics to switch the polarity of the pedal. Some keyboards set the polarity depending on what position the pedal is in when you first power up. Thus if you power up with the sustain pedal depressed, sustain will be active with the pedal relased, depressing the pedal will cancel it. If you have the documentation available for your keyboard, either a hard copy or on the web, you should be able to find a clue to what your problem is. that it is working in reverse is an easily fixed issue. That it doesn't work on your Korg, could be because it is not the right type for that keyboard. the first volume pedal I bought for my Yamaha, I had to return as it didn't work, even though the "keyboard expert" at GC said it would.
Hope this helps, once you get it working right, you will enjoy it, I find it adds a lot to my playing to be able to easily adjust the volume while I am playing..