This is most likely because SL's binding will default to "Note" message setting. This means they will respond to both "Note On" and "Note Off" messages. The NanoPad and MPK will most likley send NoteOn and NoteOff in quick sucession so what you want to do is change the binding setting to "Note On" only. You can find this settings in the "MIDI Event" panel in the MIDI Bindings preferences.
I've also tried using the caps lock keyboard set up in the same way but it's greyed out even when I click on it.
I am not sure what you are referring to here at all. If you could explain further that would be great.