I'm using an Oxygen61 and an Oxygen25 keyboard. I installed a MIDI monitor (MIDI-OX), and the inputs look fine.

I play 3 notes, and the monitor only receives 3 notes.
I recorded MIDI in another DAW and it works fine. This makes me think it's DP9 and not my controllers. I turned off MIDI Patch Thru mode and unchecked 'Patch Thru in background' and 'Sync Recorded MIDI to Patch Thru'. Also, I turned off the output on the MIDI track to rule out any routing issues.
I don't think this would be a big deal if I could automatically delete these duplicate notes, but the 'Remove Duplicates' plug-in doesn't seem to work! It doesn't delete the duplicates during recording or after recording (highlighting and selecting 'Remove Duplicates').