Looks like some notes are not receiving a note off command. I would re-install all my MIDI drivers. Many years ago I had a hanging notes problem which ended up being a corrupt MIDI driver. Not saying that will be the problem on this occasion but it can’t do any harm.
NEVER use “All MIDI Inputs” unless you have a reason to do this. “All” may receive information from more than one device driver connected to one hardware device at the same time. And your problem is only one of problems you may encounter by doing so.