Do all the other midi instruments work via that route ?
Is there another sequencer you can try,just to establish connections ?
(Sorry,I can't suggest one at the moment,but perhaps an internet search could provide a basic type you could use...)
I can relate to your situation regarding midi development.....I still remember times before its invention....

The midi system has exceeded its initial potential from all them years ago and currently remains to be an essential part of any set up etc.
Having usb as well,compliments the system and takes it a step further(midi over usb is quicker for large data transfer) which can include audio.
However,there's no obligation to use the usb alone and as said,I still use the din method in conjunction with usb.
Korg do have a good midi implimention,so it's probably not the cause of your problem(unless it's phyiscally broken,obviously).
We need to find someone more familiar with GB and a mac for more detailed information regarding your settings.
Don't give up......you will get answers.....

Keep in touch here.