Trying to remove "a thump" by EQ'ing will adversely affect the overall sound, quite naturally. You are playing a modeling keyboard, one of the programmable functions could be described as controlling the amount of "thump".

You, unfortunately, don't tell us which specific Voice you are referring to (certainly not all of them produce the same "thump") but if you are talking about the modeled acoustic and vintage electric piano sounds, the parameter that controls the "thump" is called "Key Off Volume" and is controllable - it represents the sound present inside the piano harp section when the key is released and the key mechanism falls back in place. The volume of this component of a piano sound is part of what is modeled and available for customization. You can increase it or decrease it to taste. STORE your version of the Voice to a PERFORMANCE.
Press [EDIT]
Select "02: PART"
Select "01: PLAY MODE"
Cursor down to find "KeyOffVol"
Increase/decrease to control the contribution of Key Off Sound.

The parameter is explained on page 20 of the CP4 Stage Reference Manual. Adjusting this parameter to your taste is the recommended method, certainly over EQ'ing. You can consider the thump or Key Off Sound as one of the modeled components available in the SCM (Spectral Component Modeling) technology.

Also in play on certain Voices is an Insertion Effect called DAMPER RESONANCE. This is responsible for recreating the soundboard reverberation inside the acoustic piano. This Insertion Effect works in conjunction with a Sustain pedal.

Thanks for your advice, if the truth be told, I did the above exercise in a CP 4 tutorial " Editing and creating performances in the CP4 " by Mr. Blake Angelos. the system sounded great after that, but did a factory reset for some reason and lost that setup. Then when I got the " thump problem " I did not understand the relationship between the problem and the " KeyOffVol " adjustment. I guess its time to get more acquainted with manual. Thanks again.