Correct! It was due to chip shortage (due to the fire at AKM that happened in late 2020, which was during the pandemic, yes) that not only affected electronic instruments , but even cars! (that's why people were waiting 6 to 18 months for certain car models). That was a very solemn emergency meeting we had when they were announcing the chip shortages to us :/
Also correct, the P125a and the PA125, they couldn't secure the needed chips (for the reason you thought), so they dropped the Audio interface, otherwise identical.
And yes, most manufacturer's have been dropping 5 pin midi because, as Happyrat correctly pointed out, it's a little bit of $ per keyboard saved. The P45 and FP10 don't even have dedicated line level outputs!
As for the OP's original problem, one of the midi boxes might work (please let us know if it did); Iause they use the USB-A port to send and receive midi, not B; and the P125 doesn't have an A port!
As an aside, I have a customer who purchased a PSRsx900, and wanted the most inexpensive 88 controller possible (you can get 88 weighted keys under $900 Cdn, but they all only have USB B midi; all the 5 pin ones are over $1k; ok not 100% true, there's a Korg D1 that has 5 pin, that's at the same $900 price point, but he also wanted built in speakers); so he purchased a custom B to B cable, and we tried them all out in the store to see if they would link with the sx900... none of the Yamahas or Rolands worked this way.
But the PXS1000 *did* work! (we stopped trying at that point, but I'm sure the other PXS's would've worked as well. Which means it would probably work on G1/G2 as well