Piano Keyboard doesn't show notes while using arrow keys

Hello.

Under the "View" tab there is a "Piano Keyboard" option which displays a keyboard. When I playback the score the notes appear on the keyboard. However, when I choose to learn a particular piece, I click on the arrow keys to go from one note to the next note. Although each time I press the arrow key the note plays back, the keyboard does not show which note is played. Is there a way to do that or is it a feature that does not exist?

Thanks