Keylab mk3 w/ Ableton Dumb Question - How to keep tracks armed when switching to a new track?

Just got a Keylab 88 mk3 in today, hooked it up to the PC and got Ableton Live to recognize it. In DAW control mode, I can switch between my MIDI tracks without issue using the main encoder, adjust the track volume with the faders and hit the arm button. However, when I switch to a different track using the main encoder, the previous track loses its arm and I can only hear the new track. I just want to play multiple tracks with the keyboard at the same time. What basic/fundamental concept am I missing here? Cannot figure it our nor find a straightforward answer on the internet. I'm sure that I'm just being daft but any help would be greatly appreciated.