Bluetooth pairing is not possible on Mac.

Bluetooth pairing cannot be done with the "Bluetooth" in the System Preferences.
Please refer to the "Bluetooth MIDI Connection Guide". This is a guide for microKEY Air, but it can be applied to nanoKEY Studio, nanoKONTROL Studio as well.

If this guide does not solve the issue, try a NVRAM (PRAM) reset or SMC reset on Mac.