The introduction in the manual warns that you should ask your dealer or store in order to change the batteries. I'd suggest seeing if they have any advice.
That said, how are you trying to default the settings? I've copied the two ways below. Maybe try whichever one you haven't yet. I hope this helps.
In this mode, you can return entirely or partially to the default setting as set at the factory.
To locate this mode:
Touch the [MENU/EXIT] button for the MENU display, select PAGE D by the [PAGE] button, and then touch the  DEFAULT button. To initialize each parameter, touch the button and then  OK
1. ADJUST PRESET
- Initializes the content of the Preset Key [B].
- If the Drawbar Control mode is at "UPPER A#/B", the content of [A#] is also initialized.
- If you do this operation before you start a new setting, you can start from the factory
- Initializes the content of all Combination Presets.
- Initializes the Global Parameters such as Master tune or assignment of the Foot Switch.
- Initializes the content of all Cabinets.
- Initializes all parameters of this keyboard.
- If anything caused an unstable trouble on this keyboard system, the trouble would be cleared.
Please perform the following steps to reset the XK-1 to the initial default setting.
1. Switch off the power of the XK-1.
2. Hold the [REC/JUMP] Button, and switch on the power.
3. Continue to hold down / Keep pressing the [REC/JUMP] Button until "Loading Default..." appears on the Display.
4. After 5 seconds if everything is in order, PLAY Mode appears on the Display. (Completed)