Midi Keyboard Sound Playback

I am assuming this is a simple fix. I use a midi keyboard to choose note pitch, sometimes I use this to compose ideas while hearing that timbre. This is picky because when I playback the music all the instruments are the right sound. It is especially picky because I can change which instrument plays pressing a key but only in the “Play” section. When I select different parts in Play, that sound is played back when I press a key. (The correct sounds still play when I click the pitch on a staff)

It should be the case that the sound you hear when playing your MIDI keyboard is determined by the staff you have most recently made a selection on.