I've never owned an OASYS but I know OMS pretty well.
You're trying to instruct OMS to send keyboard data from the 2496 directly to the OASYS - as though OASYS was an external hardware MIDI module - and it's not.
Actually, that's not even the issue. You never route data directly from a controller to a module.
In that kind of a connection, key data would be bypassing the DAW and would be impossible to record. That's why all DAWs have some sort of "keyboard thru" function that includes a way to channelize the key data so it can be routed to trigger different sound modules while you're playing as well as when you're playing back a recorded sequence.
This is why OMS has, in the device windows, the little checkbox marked "is controller". That tells OMS to accept data IN from that device and send it OUT to other devices not checked as controllers. However, that's literally telling OMS to receive key data from the 2496, process it in the DAW then send it out back through the 2496 to an external module.
It's possible you need to marry the OASYS to your DAW through the IAC bus since all MIDI data to and from it is internal between it and the DAW in the computer. Again, having never owned an OASYS, I can't state that with absolute authority, but it's a logical theory and digital devices are nothing if not logical.