it depends on their wrapper I guess.. they might not all be the same.
kore was good at combining 2 sounds, but NI have discontinued it. handy for live work , from what I've seen some use it for
some microhosts might not allow sharing of the audio OR they might want to be in focus to work..
as for the keyboard , maybe you can't set a specific channel for each instance. OR do a split on the keyboard itself.
outside of a sequencer they are treated as seperate instances more so.
tricky to say, but switching between windows , there might be clicks / gain from various levels or sample rate mismatches