midi keyboard plays native voice at same time as Garageband instrument (through it's own speakers)

FYI I have a total of 3hrs GarageBand experience, be gentle ;)

1. I have a midi keyboard (Yamaha PSR E373) successfully plugged in to a 2016 MBP with GarageBand 10.4.3 running
2. GB Midi settings are set so the output sound comes back through the midi keyboard - MBP is closed shut so internal speakers not an option and 2nd monitor has no speakers. Bluetooth earphones has a delay so this saved buying specific speakers.
3. Midi keyboard successfully triggers instruments in GB but its native voice (a standard grand piano) is also playing through the keyboard speaker.
4. Result when I hit a keyboard key is two sounds playing at once instead of just the GB instrument.

I was hoping the keyboard would register when connected to the MBP and would magically turn off it's own voices but my guess is my key presses are triggering two things - the Yamaha grand piano and then the GB instrument. The yamaha is outputting it's own instrument as per normal and GB is then adding it's instrument on top because I've specified the keyboard as the speakers.

Is this a common issue? Have I missed a setting in GB? It seems odd to me that connecting the midi keyboard is as simple as a single cable, but output audio having this issue.

Thank you in advance, I spent an hour searching online but couldn't find a solution so I appreciate everyone who comes here and has a quick look...