I can try to test what could go wrong on my side, but first check:
1 When you turn the knob, in the "Last MIDI Event" you see something like "Ch:1 CC:95 Value 77 | PC ()". All 3 numbers are different in your case, that is ok.
1.1) If you do not see anything at all, check your AKAI is sending something
1.2) If you do not see "| PC()" part, you forgot to "Assign MIDI" in the Hardware tab
2. (assuming you have got (1) correctly) Switch to the the "Overview" Tab. When you turn the knob, you should see as the last executed Action:
"MIDI: end: : c0 66" (66 should change when you turn the knob, but C0 (Program Change on Channel 1) should be there).
If all that looks find and your Korg is configure to response on Channel 1 (I haven not checked either that is the default, the documentation is long... but probably you know), but there is no patch changing, I can dig deeper...