I'm using Zyn-Fusion v3.0.3. on Ubuntu Studio 16.04. If I connect my USB Keyboard to Zyn via ALSA Midi I can see the keystroke in the virtual keyboard in the Zyn, but there is no sound. If I play with mouse on the virtual keyboard in Zyn i can hear sound.
This sounds like you MIDI device is sending events on something other
than MIDI channel 1. All MIDI channels will make notes appear on the
virtual keyboard, but the MIDI channel must route to a known part
channel ID for it to produce audio.
Thx to pointing that out. It works now :)