Here’s the Korg knowledge base article about this problem:
I didn’t use any Korg devices with my computer in the last years, but I have used more than 10 unique MIDI devices with my Windows machine and have not encountered this problem so far. So it seems to be a bit more complicated than that… It is confirmed than Windows XP had a 10 device limit, but it is probably gone in newer versions (if the new APIs are used).
Anyway, thanks for the heads up, I’ll keep it in mind if I ever encounter such a problem 