If your playing is synchronized to the shitty latency of your audio interface your notes will be off and the issue might not have anything at all to do with your MIDI controller, however there are two common types of latency, audio latency and MIDI latency and so it's important not to get descriptions backwards, what I mean is it's common for people to say things like "how do I put the samples on the keys of my MIDI controller" but that's not what actually happens, just as the more common latency issue of audio latency is often falsely attributed to the MIDI controller having latency because it seems to be more instinctive to think of things that way.
What I would recommend you do to determine if your latency woes are in fact related to delayed audio playback, is record an audio track in synchronization with a click to see if you get similar results, you could even record the sound of a key with a microphone as it's being struck and compare the audio timing to the MIDI timing.
