You probably need to set those buttons to “Toggle” from the mapping assistant, and they’ll behave. (hopefully)
Or the reverse. If they are set to toggle you change them to momentary. Does the MPK 249 have a companion app where you can change what its buttons send?
Same problem with MPK225. In my opinion it is a bug and I hope it will be fixed in the next updates.
Currently, I have solved it by using the legacy mode for transport controls and the new remote midi to map everything else.