Your M:C currently has a setting allowing midi out. ( because “Korg NTS-1 connected with MIDI out and that works fine” )
If you want to see in midi in relayed to midi out, you will need to change that setting to allow midi thru instead … and then midi out will stop working.
There is some quirky setting that kind of allows both at the same time, with limitations. I think it was a feature of the last firmware update. I’ll see if I can find it.
EDIT: Here you go