A brief look at the WK3000 docs seems to indicate that changing a sound will always send out a MIDI Program Change command, and it will always receive a MIDI Program CHange command, so when you directly connect two of them, whenever you change the sound one one, it will change the sound on teh other... and since they are the same board, all the PC numbers are identical, so any time you call up a sound on the first, it will call up the identical sound on the second. Many boards offer more selectivity it what is sent and received, but between being a relatively low end model and being an arranger (most arrangers don't have extensive MIDI functionality), the SK3000 does not , as far as I can see.
Your Kross is probably your board with the greatest amount of MIDI functionality. so experiementing with, say, the Kross controlling the Casio (or one of you other boards), you'll probably have more luck. Other than that, instead of connecti the keyboards directly, you could connect them through a Mac, PC, or iPad, and then have extensive capabilities to control what does and does not get sent from one board to another.