Sorry, Bill, but vagro is pretty specific that the MS didn't SEND AT externally (but may have misstated what he meant). And said nothing about the Korg not being able to send it (in fact, he was pretty specific that it DID), nor did I mention that.
The thing is, what is most likely is that the PSR's ROM voices are not programmed to DO anything when they receive AT. Not that the PSR isn't getting it, or filtered out, or whatever. The voice programmers probably worked with the actual PSR to create the voices, and as the keyboard didn't send AT, never made the effort to make sure that, if it received it over MIDI that it WOULD do something. To be honest, there's a LOT of keyboards like that.
In a WS, you usual's have the voice editing capability to edit the voice to do something when AT is received, but on Yamaha's budget arranger line, I doubt it. But vagro, were I you, I would take a close look at what parameters the custom voice editing gives you. If you can assign AT to control vibrato etc. at that point, you are good to go. But you will have to create custom voices for everything you want it on.
If not, you are screwed...
Last resort, as I said earlier, the voices DO respond to modulation wheel. You only need a controller flexible enough to convert AT into mod wheel, or a laptop or MIDI processor capable of this, and you are back in business.
If it turns out that, although the PSR's CAN receive AT but the voices do nothing with it, AND you can't assign it to do anything with the voice editor, THEN that's when I would start to make a fuss at Yamaha for being so cheapskate. The least they could do is allow AT to control Mod wheel... Might even be possible with an OS update...
Oops! What was I THINKING!
Yamaha, doing something useful with an OS update?
That'll be the day. Better wait for the PSR S920...!