There is no standard MIDI command for transpose. So to create a MIDI file with transposed key, I think the Tyros would have to do one of two things...
(1) embed a Tyros-specific MIDI system exclusive command for the transpose function, in which case the transposition will work only on a Tyros, or
(2) shift the data for every MIDI Note On and Note Off event when recording the sequence, in which case it should work universally.
It sounds like it did the first. To fix it, you should be able to bring the MIDI file into some MIDI editing app or DAW that has a function to transpose (shift all the MIDI Note On and Note Off events by some number). Google "transpose MIDI in a DAW" for example.