I'm looking at the MIDI Implementation document for the CTK-3500, and on page 16 it says that the Master Coarse Tuning message is "Sent when Transpose is changed." To me this suggests that Transpose doesn't affect the values of the MIDI Note On/Off events, but instead sends an appropriate Master Coarse Tuning message, and expects the receiving MIDI hardware or software to transpose the received MIDI Note On/Off values by the amount that was specified in the last Master Coarse Tuning message.
I'm not familiar with MKSensation, although I may try it out (since it's free). Many DAWs have MIDI processing features that let you transpose MIDI notes as they're received, but since MKSensation is an iPad DAW I'm not sure whether it has all the features that most DAWs have. (It seems like DAWs for mobile devices are often a bit simplified as compared to DAWs that run on "non-mobile" computers.) If MKSenstations lets you transpose incoming MIDI notes, try setting that transpose function to match what you're using on the keyboard itself.