It's not something I have tried but I noticed this in the manual on page 213
"As soon as you select MIDI Thru to transmit MIDI commands by Slot the PROFILER will stop forwarding incoming MIDI data to the MIDI THRU." I think that implies you might need to connect the 2nd Kemper to midi out (but I could be totally wrong though)
I think we tried this last time but I'll give it another go. maybe something worth mentioning is I was seeing a little icon on the 2nd kemper i think it may have been a midi clock icon, so 2nd kemper was receiving some kind of info?, but not the program changes to the right channel.
we also tried setting both kempers to the same channel, in this setup both kempers were reacting to the program changes on set channel 1.