Two possible explanations for this are (1) a problem with pitch bend or (2) a difference in the transpose settings.
I doubt if it's the pitch bend, but I mention it just to be sure. Some keyboards are programmed so the pitch bend wheel affects some of the MIDI channels or keyboard parts but not all of them-- so that, for example, you can bend the notes you're playing with your right hand without affecting the bass or accompaniment that you're playing with your left hand. Sometimes older keyboards will have a problem with the pitch bend-- a mechanical issue with the wheel (such as a faulty spring), an electronic issue with the potentiometer, or something like that-- which will cause the notes for the right-hand parts to be "permanently" bent upward or downward by a certain amount, such as one or two semitones. There should be a setting on the keyboard that lets you control how much "bend" is applied by the pitch bend wheel, and setting this pitch bend amount to 0 semitones should ensure that no bending is applied to the pitch. So if changing the pitch bend amount to 0 seems to resolve the issue, then you will want to look into repairing the pitch bend wheel.
Another possibility is that the keyboard lets you transpose the various keyboard parts by different amounts. Go into the voice settings for the right-hand parts, as well as the left-hand part, and see whether any of them are being transposed up or down. In a perfect world, a keyboard should not be transposed at all. But sometimes it becomes desirable to transpose a keyboard so you can play a song in the key that you've learned it in-- or that the sheet music is written in-- but so it sounds like it's in the key that the singer or guitarist wants to sing or play it in. (By the way, there is a law in the keyboarding world that transposing a keyboard is A Really Bad Thing-- so if you ever transpose your keyboard, be sure to blame it on the singer or guitarist.)