Sysex messages don’t work when KLE MK3 not connected to DAW

When i’m sending sysex messages from my c# program to KLE MK3 (led color messages) nothing happens. But when i’m doing the same when Ableton is running and connected to KLE sysex messages are executed and color of leds is changing.
I assume that there is some request needs to be sent to KLE before sysex messages.
The question is what should I do to enable sysex messages execution?

I need it to write my own logic and resend midi-commands to Studio One, because there are a lot of things I don’t like about Studio One integration.