Casio CZ/ VZ/ FZ - Pro Series

Hello everybody,
My CZ5000 behaves in a strange way when I connect to its MIDI OUT an 
interface which I bougt recently: SWISSONIC MIDI-USB 1×1 (you can see 
one here  http://www.thomann.de/thoiw2_artikel-185425.html ).

And now let me explain what the problem is about.
The MIDI transmission itself seems to work fine both ways. I even 
managed to load patches from PC to CZ with CZ Sysex Editor, although I 
am quite a newbie. The synth sends all messages to the PC and works OK 
as a controller too.

However not everything is OK. When moving pitch bender and modulation 
wheels you can hear (throug headphones and line out) some strange noise 
artifacts which correspond to what I assume is the mididi data stream 
being sent to MIDI OUT. Not very audible, but annoying and there 
shouldn't be any such noise at all. It is the same with the keyboard - 
only to hear it you have to switch it to "local OFF". Each key when 
depressed produces a slight "tick" in the audio, again hardly audible, 
but it shouldn't be there. 

It is strange, because all this happens only when the MIDI IN cable 
from this interface is connected to the MIDI OUT of the CZ, and what's 
more - it happens regardles of the interface itself beeing connected or 
disconnected from the USB port in the PC.

The other strange sympthom is when I connect the MIDI IN plug of the 
interface to the MIDI OUT of the CZ when they are both live, sometimes 
the CZ gets something like an impuls which causes it to light several 
leds on the panel for a moment and blink the LCD, like it gets a kind 
of a RESET or something? But once the plug is in it sets fine and works 
OK. Strange, isn't it? It shouldn't happen though.

I tested the interface with my other equipment: the KORG Poly 800 and 
Roland MC-303. Everything's fine. They both seem to work perfectly with 
the interface. 

I should stress that the above problems with CZ do not occur either 
when I connect it either to Poly or MC-303 with ordinary MIDI cable. 
They communicate perfectly. No noise artifacts, no resetting the CZ.

So both my CZ5000 and SWISSONIC interface seem to work perfectly fine 
provided that they are not combined together.

What do you think is the cause of my CZ's strange behaviour?
Is it the interface (some tricky malfunction, bad design? It's a cheap 
model but looks and feels very solid and has even a THROUGH switch.)? 
Should I return it to the seller for a refund then? Or is it something 
wrong with MIDI OUT in the CZ itself (this "resetting" might point to 
that)?

Anyway I need some clue and I would appreciate all good advice.

Best regards
Marcin