MIDI keyboard output. Can you output to keyboard ONLY when playing the song back?

I use musescore as a tool to learn songs on my piano and also to transcribe them, and it's great that I can plug the keyboard in with a midi-usb cable and it shows me in real time which keys I'm playing; when playing back the song in musescore, it also uses the keyboard's speakers, and that's better than my pc speakers (that I mute) because the keyboard uses the same sound library to play the notes as the one it uses to reproduce my keystrokes (well, to be fair, it uses the default one, but that's the one I'm using and i don't know if you could make it use one of the other libraries my piano has), thus it means that it actually plays the song the way that I should play and thus hear it.

Great so far. What I'm puzzled about is how in the heck can you not disable that when you press a key, Musescore sends it back to you through the keyboard. In this way, when I'm practicing and using the pedal, I can definitely hear a second piano playing the song with a slight delay, and it's really distracting. The sound of the second piano is coming from the keyboard itself.
Disabling "Play notes when editing" doesn't change this particular fact and, of course, disabling the midi output will also prevent my keyboard from playing the song back when I want to hear how that part of the song should sound.