I wonder if the mixer had phantom power turned on for the channels you plugged the CP4 into.

https://usa.yamaha.com/support/faq/keyboards/8690.html

Spot on - Thank you!

FYI - for a generic solution to this problem where there is less control of what's connected - phantom power blockers can be employed (or DI boxes). Examples of blockers:

TRITON AUDIO Phantom Power Blocker
Sescom SES-IL-PPB XLR Inline Phantom Power Blocker

Each option above is fairly costly (when getting 2) relative to a low-end stereo DI box - which will serve the same function. Still, some prefer to use these to isolate phantom power from their equipment.

I present this because there may be situations where the VLZ needs phantom turned on for other microphones. The VLZ (for XLR) is all-or-nothing. All XLR either have phantom turned on or off. Isolating (blocking phantom power) at the instrument side can help keep the setup flexible allowing the mixer to keep phantom power on without impacting the sound quality of the CP.

I own a CP4 which I haven't played very much since purchasing the CP88. I used the CP4 in church recently and had issues when I plugged it into the PA system. I was coming out of the two XLR outs (both L and R) and connected directly to a Mackie VLZ analog mixer (no DI box). The piano started to make loud intermittent popping noises. I disconnected the XLR cables and ran stereo 1/4 inch cables through a DI box to the mixer and everything worked fine. I don't use the CP4 that much any more but would like to know if there is an issue with the XLR outs, or if I need to run them through a DI box every time. Thank you.

You want to ensure that the input you use is designed for LINE Level input. This would ensure it was set to receive the balanced Line level output of the CP4 STAGE.

As pointed out the jack you connected to on the mixer was set for Microphone level signal, (putting your input in danger as Line level is way more output than the mic setting is expecting) and if additionally the +48V Phantom Power is available to a connected device (putting your CP4 in danger as it is not looking for any Voltage coming back at it via the TRS cables).

Please consult with Mackie on the proper use of the mixer and how to set the input for its channels. Mistakes can be costly.
Good advice about Phantom Power (some mixers do not allow individual +48V power per channel) — you never want to feed that voltage to a device not expecting it. Noise is not the worse thing that can result.

Careful, glad no one and no gear was harmed!.

Extra Credit:
Contrary to popular belief, balanced cables are no more “professional” than unbalanced cables. They both have their uses.
In general, run TRS (balanced) when the cable run is long distance greater than 20 feet. What advantage this gives is — less noise interference from RFI (radio) — the longer you make a cooper wire the better antenna it is… by the time you have 50ft you’ve got a pretty good radio antenna. The hot, cold and ground wires of the TRS, work to eliminate the radio frequency, equal amounts in the hot and cold are cancelled at the end because of the ground (complete cancellation of the rogue, unwanted, signal).

For short cable runs it is perfectly okay to use unbalanced cables 3ft, 6ft, 10ft, are standard (short) unbalanced cable runs. And are absolutely fine in situations where your sound system is within that distance. You gain virtually no advantage replacing these with 3ft, 6ft or 10ft balanced cabling…
Due to the shortness of unbalanced cables, they are typically poor antenna (when kept in good condition). That means no breaks, etc. Learning to care for when wrapping cables can be the difference in how well they behave and how long they last.

A typical stage situation is to run unbalanced to a direct box or mixer, which is on stage with the instrument, then from there use balanced cables for the long cable run.
The XLR outputs on the keyboard are for the intermediate situations where the band’s mixer is on stage or just off stage to one of the sides… and you’re getting dangerously close to the 20 foot antenna range… you can run balanced to a mixer (set for Line level input).

Musicians should all learn to care for their cables like recording studios or (good) roadies… every time you bend it over your elbow you risk breaking the wires. Looping your cables like a cowboy loops their lasso will have them lasting many years.