UM-880 and program change messages

Hi, I think it is normal. I am playing with JD-Xi and default port is 16, it can be changed through menus. For UM-880, I found in Owner's Manual:
https://static.roland.com/assets/media/pdf/UM-550_880_OM.pdf
page 48:
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Specifying the Control Port
If you want to use a MIDI IN/OUT connector as the Control Port, use the following procedure to specify the Control Port.
Control Port
This is the port that is used to control the internal settings of the UM-550/880.
When a bulk dump or program change is received at this port, the UM-550/880 patches or settings will change. This port is also used when transmitting a bulk dump to a sequencer or other device. If the UM-550/880 is connected via USB, UM-550 CONTROL/UM-880 CONTROL will be the Control Port. If you want to use a MIDI IN/OUT connector as the control port, use the following procedure to make the settings.

1. Put the UM-550/880 in Setup mode.
   Simultaneously press the [P.SAVE] button and [UTILITY] button. The indicators of both buttons will light.
2. Press the INPUT [4] button. (for UM-880)
   The button’s indicator will light.
3. Select the desired Control Port.
   Press an OUTPUT button. The button’s indicator will light, and that port will be selected as the Control Port.
   * If you press that OUTPUT button once again, the specified Control Port will be cancelled.
   * It is not possible to select more than one Control Port.
4. When you have finished making settings, press the [MIDI INDI] or [PATCH] button.

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Hope that helps!
CU, brasno