Mustang in MIDI mode

[Alternity]

So, I just got myself a USB MIDI interface and the output works well with the MPA, I use my keyboard this way: Keyboard to PC, PC splits the signal to the MPA and to a MIDI sequencer (FL Studio in this case) for the out, so I can hear myself (my keyboard is a MIDI controller, no sound bank, speakers, etc, just keys and pitch bend, modulation, etc.). I wanted to do the same with the mustang, hear myself while I play. As I've read online, it is as simple as plug the MIDI cable, and turn it on, but my MIDI interface does a SOS signal on the input LED when I turn it on, any idea why?

The LED on the mustang lights up as if it was connected, it's weird, if I use the controls, the LEDs flash like they are supposed to when you use them in MIDI mode, I just don't understand why my interface isn't accepting the Mustang, there must be something wrong.

I would've checked in the manual if there's something about it, but I bought it used, no manual, no box, just the mustang and the dongle.