There are two different potential causes; either there is a software setup error in your DAW, or, your MIDI keyboard is not sending MIDI OFF messages.
When a key on your keyboard is pushed, it sends a MIDI ON message to your computer. When the key is released, it sends a MIDI OFF message.
To see what information your keyboard is sending to your computer when a key is pressed and released, we need to use MIDI monitoring software.
For Mac OS, use Snoize.
For Windows, use Pocket MIDI.
Note: Different software's have different ways of interpreting MIDI ON and MIDI OFF; I will explain below...
In Snoize MIDI Monitor, after selecting your keyboard as the MIDI source, press and release a key to see Note On and Note Off appear under the Message tab.
In Pocket MIDI, after you have selected your keyboard under the Input Port tab, pressing a key will display purple information, and releasing a key will display red information.
If, when using either of the softwares above, information is displayed when you press a key, and when you release the key, this will mean that there is a setup error in your DAW software.
If MIDI data only appears when you press the key, but MIDI data does not appear when you release the key, please CLICK HERE and select New Support Ticket to contact our support team for a solution.