I regret to have to say it but it's a Cakewalk problem.
I tried with Reaper: I left it for 30 minutes. Monitor turned off after 8 minutes as set by me in the power plan. After 30 minutes, I struck the keyboard and it played.
Tried the same experiment with Cakewalk: after I came back 30 min later it was dead. Midi Activity indicator dead. Keyboard DID show up in Device Manager though!
After I restarted Cakewalk all was fine again.