As far as I can tell, the Kawai doesn't send audio through its USB TO HOST port which is likely why it happens to work. The CP also has audio going over this connection so probably there's more "intelligence" needed at the other end which is why you cannot treat it as a MIDI-over-USB (only) connection.
The most direct way to control an external module with the CP would be to use the MIDI OUT (5 pin DIN) port with a converter cable if needed.
You could use the MIDI TO HOST port but you'd need to connect this to a computer and then also connect the module to the computer and route the MIDI data from the CP to the module using a DAW or some MIDI routing software (virtual MIDI cables, etc) running on this computer.
Current Yamaha Synthesizers: Montage Classic 7, Motif XF6, S90XS, MO6, EX5R