The Softstep, doesn't really have 'Banks' as you are describing them. The Program change preset is setup to give you access to discrete values between 0-127, and is designed to work with program change messages only. It can kind of work with notes, but there are some issues that make it unusable
I would just duplicate the NOTES preset, change the notes that it is sending out, and then you would have 'banks' of MIDI notes in the form of multiple presets. You could scroll through them using the left and right arrows of the NavPad.