You can save as multi-track midi files. A friend gave me some files like that recently he made on a pc, and I opened them without problem in Logic. The tracks were preserved, their start points, and even the sequence names. It was pretty painless.
I use Kurzweil K2k series for a controller too. They are older but well made. In fact, it has some good drum sounds and I sampled them to put them into Battery.