In my environment, the following method was connection successful.
1. Launch the Audio MIDI setup apps.
2. Open MIDI Network Settings from MIDI Studio in the top menu.
3. Click to "+" button on bottom of session window.
Session1 will be added.
Attempt to connect to Micro key air in this state.
I don't know if this method will work for everyone.
P.S. Sorry if my English is unnatural.