loss of the sound directly versus sound card.

[gecko zzed]

I still love to know why. How come is there such a (little) difference in the sound between this settings? My piano sends a mono sound to channel 1 and a mono sound to channel 2 right?
When I play then on my piano I hear sound from both speakers left and right. Then I group channel 1-2 and make them stereo. Panning is still in the middle, set to zero, by the way. And the sound changes..... How does this happen?

Your piano has left and right outputs, and while each is a mono output, they are not outputting the same signal. For example, if you are using a piano setting, the higher notes could go to the right channel, while the lower notes would got to the left, and that's exactly what you hear when you plug straight into the speakers because left and right are fully separate from each other.

If you go into the interface without doing anything, the L and R are not separated unless you do something explicit to separate them. So you end up with L and R being collapsed into a mono sound, and the sense of space is reduced.

What you have done with your software menu should result in proper stereo separation. However, it is possible that you are hearing a mixture of mono and stereo. A good way to test is to record a bit onto a stereo track (or two mono tracks panned left and right) and play this back and see what that sounds like.