In my experience the MIDISport 2x2, both the anniversary and "ordinary" models, are rubbish for Windows later than XP. And even then weren't reliable.
They are very good at totally scrambling all kinds of MIDI messages and strange things can happen when they're used with any other MIDI interface hardware. I gave up on mine after it completely trashed several programmes on a DSI Mopho.
I've never got it to work remotely reliably under Win8 and have no idea how, or if, they work under Win10. MAudio are also one of the worst companies for producing drivers that work with Windows versions. I think the MIDISport Win7 driver was released something like two years after Win7 came out. Their forums used to be full of people complaining about driver issues and the lack of updated drivers.
Assuming you're not missing anything obvious in the MIDI routing, like the MIDI track and piano are on the same channel (an error we've all made more than once, or at least I have), then it might be worth trying a different MIDI interface. If you've an audio interface with MIDI in and out try that, otherwise MOTU seem to be well regarded and reliable, at least, I've no complaints about the MOTU unit I got to replace my MIDISport.