"Active Sensing" is definitely a MIDI thing, which many MIDI devices use to detect that there's an active or live MIDI connection. If the keyboard responds to incoming MIDI messages but doesn't seem to be sending MIDI messages, the app and/or driver must not be sending back the required signals in response to the keyboard's signals, making the keyboard think that the other device isn't ready or available to receive the keyboard's MIDI data yet. It sounds like the Yamaha USB-MIDI driver must be designed to send back the proper signals, whereas the generic USB-MIDI interface you're using isn't doing that.
Unfortunately, you can't install Yamaha's USB-MIDI driver unless you're using Yamaha's USB-MIDI interface, which is why they suggested getting the UX16. If you can't find a UX16, an equivalent USB-MIDI interface from Roland or Korg might work-- but if you need to install a driver for it, as sounds likely if the driver is handling all of the Active Sensing messages, then you'd need to install either Roland's driver (if using Roland's interface) or Korg's driver (if using Korg's interface).
There's actually nothing "wrong" or "bad" with the answer you got from Yamaha's Customer Support. In fact, now that I think about it, this issue with Active Sensing might be one of the reasons why so many people end up having trouble with those inexpensive generic USB-MIDI interfaces. Those inexpensive interfaces almost never have any drivers available for them, so if the driver needs to handle the Active Sensing messages on behalf of software that doesn't handle them itself then you're pretty much at an impasse due to the fact that the company hasn't created a driver to go with their interface.
However, if you're expecting that you'll eventually want a touch-sensitive (i.e., "velocity-sensitive") keyboard, then that old YPT-210 isn't going to cut it, anyway, so you'd be best off shopping around for a better keyboard.