If you're running a split you still have to technically split the audio within the Roland keyboard i.e. keep the L out put for the piano half and the R for the bass part for what you are describing to work. If there isn't anything like that in your keyboard you would just get a stereo mixdown signal with both of the split sounds overlapping each other through the L, R outputs. If that's the case and there's no way around it you might just need to invest in a crossover of some sort to filter out the low from the highs and mids to get a boomier bass sound.
However, that still won't solve the issue that you would still get some of the piano sound going through the sub if the filter doesn't filter out all of the piano sound from coming to sub. Methinks it can't since some piano sounds even if they are high in tone can still have lower frequency artifacts like in the decay and release phases of their sound.
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