Media Bay routing MIDI to project instead of Media bay itself

I am using the Media bay for this one project, and all MIDI inputs go to the project window instead of the Media Bay.
Even the on screen keyboard form the Media Bay is sending MIDI to the project instead of the sounds in the list.
Please note that it is not that the Media Bay is not correctly routed, sounds play fine and from time to time the MIDI input works, but 95% of the time it skips the MIDI message and they go to the project.

This is a new project and all I did was add 2 instruments and try to use the Media bay.
Sometimes, both the instrument selected in the project and the Media bay sound together as well.