Well, it looks like the manual is wrong..... What you describe is the intended behavior. Lo and Hi note settings are there to define a simple keyboard follow curve, not to enable or disable the trig.
Note that next release coming in a couple+ months or so will contain an enhanced version of the Keyboard module that enables the setting of KF curve similar to those you can get on a CS80. This module will also provides GATE/TRIG outputs for each of the 4 KF outputs. For these outputs, the GATE will be inactive outside the KF output lo-hi range, and active within this range (enabling MIDI control over individual VCAs in a patch).