The sollution is the following (based on the page 40 of the XV manual documentation): I usually use the User bank so when I would like to change a Program number, first of all I have to set my LSB and MSB number. In case of User Bank MSB is 87 and the LSB is 00. After that I can change the Program properly.
I reckon the old UF8 keyboard did not send MSB and LSB midi signals automatically and because of that it did not cause problem.
Is it possible to disable the MSB and LSB midi signals sending?