That totally depends on your expectations from a connection between the KX88 and the Montage.

The Montage can really be configured in several different ways. Although there is just one mode, PERFORMANCE mode, there are several different types of Performances. Briefly, there are Single Part Performances and Multi Part Performances.

Single Part Performances can be sample based (AWM2) or FM-X synthesis.
AWM2 can be normal instruments or drum kits.

Multi Part Performances can any combination of Single Part programs merged into one setup.
These can contain as many as 16 Parts; you can play any combination of the first 8 Parts simultaneously.
Those Parts not designated for simultaneous Keyboard control can be addressed by directly triggering them on their MIDI channel.

From an external controller you can address the Montage as a Single or Multi Part synthesizer.
Single means the external keyboard takes the place of the Montage keyboard and can address it and control 8 Parts on a single selected MIDI channel.
Multi means you could setup 16 Parts and by changing your transmit channel play them one at a time.

You may still want to "play" the front panel of the Montage as it is a compelling part of the synthesis.
If however, you plan just to trigger it like a Piano, your miss much of the magic (Assignable Knobs, Ribbon, Scenes, Arp and Motion Sequence selection, etc.) things you may have not yet considered.