The digital conversion issue (which I hinted at) I agree with, but...
...in a powered speaker, how does the analogue input have any more easy access to level control than the digital? Surely there's a pot tucked somewhere (probably on the back, in the least convenient spot) that would control the monitor levels whatever input you use. Similarly, I'd assume that the monitor out on the AI would control levels whichever output you use.
You must have bad luck with your MIDI. I wonder if it's been talking to your web browser as well?