My guess is that the Nord is sending a bank change message as well but the MSB / LSB combination of the message is unrecognized by the XV-5050 or instead corresponds to a media card slot that is empty if the XV-5050 supports that. (I own one of those and don’t even know the answer to that question, sadly enough.)
It’s just a guess though.
Try connecting to your PC and using MIDI-OX to see exactly what is being transmitted by the Nord.