That makes sense, given the "easy chords" feature:
-- any key by itself (e.g., C2) = major chord
-- any key plus the closest black key to its left (e.g., C2 + Bb1) = minor chord
-- any key plus the closest white key to its left (e.g., C2 + B1) = seventh chord
-- any key plus the closest black and white keys to its left (e.g., C2 + Bb1 + B1) = minor seventh
Just about every combination of three consecutive keys will fit that fourth situation. The only two exceptions are either E + F + F#, or B + C + C#-- but those also trigger a chord change, because one of the three keys apparently gets ignored.
I'm not sure where I got my information from, because I'm going by some notes I cobbled together from different places-- Yamaha's XG documents, manuals for various Yamaha keyboard models, and "unofficial" documents about Yamaha style files. If we count "Cancel" as a "chord type," there are 38 chord types recognized by Yamaha keyboards-- i.e., 37 chord types plus "Cancel." Either the original sources didn't say anything about different octaves, or I didn't write that part down!
I've just experimented with different key combinations, and there are many others that will produce the "Cancel" chord type-- basically, any three consecutive notes (not keys), but with one note played an octave higher or lower than the other two:
-- P1 + m2 + M2, but lower P1 an octave (e.g., C1 + C#2 + D2)
-- P1 + m2 + M2, but raise P1 an octave (e.g., C1 + C#1 + B1)
-- P1 + m2 + M2, but lower m2 an octave (e.g., C1 + B1 + C#2)
-- P1 + m2 + M2, but raise m2 an octave (e.g., C1 + D1 + C#2)
-- P1 + m2 + M2, but lower M2 an octave (e.g., C1 + Bb1 + B1)
-- P1 + m2 + M2, but raise M2 an octave (e.g., C1 + C#1 + D2)
So you're doing it the "correct" way, but the exact combination of keys is flexible as long as they fit one of those six patterns-- e.g., C#1 + B1 + C2 fits the fifth pattern.