Make SURE your ONLY routing out to one port on the MIDI OUT, otherwise, each time you click on another port it will DOUBLE the tempo. What box are you using for MIDI? If its a MOTU, its a flaw in the MOTU as the MOTU cant differentiate the ports as the midi sync is a GLOBAL message and it NOT getting channeled.
Go to your sync screen and make sure only ONE of those ports is clicked
Also, make sure your synth is set to EXT clock as your synth could be outputting clock info at the same time. Korgs are good at doing that BTW