Yeah, I'm guessing the defauly midi map is using the factory presets... you will need to reconfigure the map to use the User presets.
Go to MIDI|Util > Prg bank: Custom
Prg Chg: 1
Map to: User 1 (or whatever you want it to go to, when you press '1')
Then, to do another:
Prg Chg: 2
Map to...