I don't own one but have some experience with other Rolands.
Here's some relevant lines from the Parameter Guide that might help you:
For each zone, the RD-2000 lets you select either the internal MIDI sound generator (internal: red LED lit) or an external MIDI sound generator (external: green LED lit).
For a zone whose INT/EXT select button is lit (green), playing the keyboard will transmit those MIDI messages from MIDI OUT. For a zone whose button is unlit, playing the keyboard will not transmit MIDI messages.
Parameter Guide, start at page 18, "Using the RD-2000 as a Master Keyboard"
You say you did your research, I hope this was useful, if not, sorry.