The Korg apparently uses OSX's built in mididriver automatically.
This makes it a little harder for me to understand why it isn't
showing up- no wait a second it also presents a reason why it might
not be showing up. I think I'm more confused.
I am not familiar with that device, but its possible for the same device to show up in the midi and the audio sections. i am using emagic's amt8 midi interface - and that shows up in my midi drivers, but the individual keyboards do not - they are seen by the amt8, and i access them in Logic by creating multi-instruments and assigning to the correct ports.
Every audio interface must show up in the midi-audio util somehow to be used. does that unit have an audio interface? does it allow you to hook a microphone up to it, and then record audio? if its only got some 1/4 cables to play a sound to an amp, then that is not an audio interface - thats just an output like any keyboard has.
I am guessing that it might have a USB interface too - to use the control part - but I think those commands are midi.