Could well be set up to operate as a sound module (ie keyboard switched off). I got a free Novation Bass Station once for that reason.
See if you can find an instruction manual online as a pdf and if there's anything in there about running it as a sound module mode or similar.
Quick Google says it could be in this mode:
Local Off
A Global mode setting that disconnects the keyboard of the X5 from the sound generator. Thus you hear no sound no matter how hard you try, instead the keyboard just sends out the data of what keys you play via MIDI. If you have a sequencer with Echo On, it sends all incoming notes back and then your Korg plays like normal, exept that you can change the channel on which you play from the sequencer.
http://www.blosphere.net/~janne/KorgX5Guide.html
I'm assuming the display reacts and changes when you're pressing buttons and ting, right?