Since you did not mention it in your post I assume you are turning on the device with a DIRECT command from EZSrve. The ACK message that comes back from the device to EZSrve causes the Macro to trigger. When you press a KPL button, the KPL sends a GROUP command message to the device telling it to turn on. The device sends the ACK message back to the KPL as it is the device that sent the original GROUP command. You can define a Macro that triggers from the KPL button press if you want that action noted and acted upon by EZSrve.
EDIT: for EZSrve to receive a message from the KeypadLinc button EZSrve needs to be linked as a responder to the KPL button. If a KPL button is not linked to anything, no messages are generated at all by a button press.