I do not know this for keyboard exactly, but I know this for guitars.
When it comes to electric guitars, you never record them directly, since yes you get a cleaner sound, but you get a digitized sound.
What I did on "Apache" and "Wonderful Tonight" or "Nessun Dorma", since I used an electric guitar, was run the guitar standard into an amp and then into a speaker. Then I placed a mic in front of a speaker and the mic into a mixer and into a pc.
It sounds complex but it is not. You will end up with a higher, more real sound always. The signal from the instrument is not design to interface with a pc, but with a speaker, and microphones are designed to capture sound, you see what I am getting out.
If I suggest, try hooking your keyboard to a set of speakers, do not know if you will need an amp for that, and then try capturing the sound through a mic, which is placed directly in front of the speakers, which goes to the mixer and into a pc.
It is more hassle, and you might end up with more "white sound", but you will defiantly, get a better quality.
Since when you route directly, most of the times, you loose stuff like sustain, and a lot of tones get cut off as well. Try connecting your keyboard if you can to a good amplified (if the keyboard needs that) and then to a good sound system.
Also, if your recordings are done in Audacity /slow clap. That is amazing, since form what I used it is an incredibly bare bones software. Impressive job.
Think of it as recording an acoustic guitar, you will always try to capture it with a mic for the authentic sound. The same principle applies to everything else.
Instruments are designed to output audible sound, and that is a little different from the sound you capture, hence where the mics come on.
Sorry for the wall of text by the way