I haven't looked at the manual yet to see what it says, but it's possible that the problem is related to a few things:
(1) The keyboard might be expecting the "left-hand part" and the "right-hand part" to be on different channels from each other. If both of the parts have been coded to be in the same channel in the song file-- which is possible if they're being played by the same instrument sound, such as a piano sound-- then you would need to edit the song file and move the left-hand part to a different channel than the right-hand part. An easy way to do this in a DAW is to copy all of the MIDI events from the channel and paste them to another channel, so there are two channels with identical notes and instrument sounds. Then use a rectangular select tool to select all of the notes above or below a certain value-- such as Middle C or Note 60-- and delete the selected notes. In other words, on the channel that will be for the left-hand part, select and delete all notes from Middle C and above; and on the channel that will be for the right-hand part, select and delete all notes below Middle C. Depending on the music, it might be better to split the notes based on some other value than Middle C, and it might also be necessary to vary the split point for different parts of the song; if you can find printed music for the song that shows the left- and right-hand parts on different staves, you can see if there are any places where the notes for the left hand stray up into the area normally shown by the treble clef, and any places where the notes for the right hand stray down into the area normally shown by the bass clef. In such cases the notes are often shown using "ledger lines," or short lines drawn above or below the staff to extend it, but they might also be shown using octave shift indicators or even by temporarily changing the clef sign in that particular staff.
(2) The keyboard may or may not have function settings that let you tell it which channels you want to use for the left- and right-hand parts. Of course, this still requires that the two parts be on different channels, so if they're combined into a single channel then you'll need to separate them into different channels first, as described above. But if the keyboard expects the left- and right-hand parts to be on specific channels and doesn't let you change those channels, you might need to swap the channels around so the left- and right-hand parts are on the required channels. Otherwise, if the keyboard has functions that let you tell it which channels to use for the left- and right-hand parts, just go into the Function menu and set those functions as desired.
(3) The keyboard might require the song file to be in a specific MIDI file format. There are three different MIDI file formats-- format 0, format 1, and format 2 (also called "types" 0, 1, and 2). Format 2 files are very rare to encounter, so just about any MIDI file you find will be in either format 0 or format 1. In a format 0 file, all 16 MIDI channels are combined into a single MIDI "track." In contrast, a format 1 file has more than one MIDI "track," usually one channel per track, although each track could conceivably have multiple channels. Many keyboards can successfully read and play MIDI files regardless of whether they're format 0 or format 1 files, but keyboards that have a built-in "lessons" feature will typically require that the song files be in format 0 or else they won't work with the lessons feature. There are free utilities on the internet that let you convert a format 0 MIDI file to format 1, or vice versa.