It is unlikely that the MX is actually changing Voice or Performances completely on its own. And since the MX does not count measures, we are going to take a guess that you have something (like a sequencer) connected to the MX. It is possible to send a Bank Select and Program Change to the MX to have it change Voices or Performances. That is a feature.

It should not be "after about 4 measures" - if it is a Program Change it will be exactly at the same time, each time.

Our questions for you:
What is the MX connected to via MIDI (or USB-MIDI)?
What is changing a Single Voice in a PART or the entire Performance?
Are there any Poltergeist or ghosts in the area? (kidding, of course).

Let us know. If you are playing a MIDI File, for example, a Program Change message could cause your instrument to respond. If that is the case you can either EDIT the sequence data or tell the MX to ignore Bank Select and Program Changes:
In [UTILITY] cursor down to "MIDI" functions,
Press [EDIT]
Cursor down to "Bank Sel", select Off;
Cursor down to "PgmChange", select Off.

If you are not connected to any external MIDI device:
Q _ what determines that this is occurring after about 4 measures?
Q_ is anything pressing against a button?