Because most audio interfaces and sound cards only have one stereo out available, the virtual keyboard in ARIA will only trigger the selected instrument slot that you are on. This behavior is intended and is normal.
When you use the VST or Audio Units version of a soft synth like ARIA, it is the host program (Logic or Finale) which provides the multiple audio outs. You can load up to 16 instruments in the plug-in, each on a different MIDI channel, and each with a separate pair of stereo audio outs.
Many of the ensembles from Instant Orchestra perform in OMNI mode. This means that the ARIA instruments slots set to OMNI will be triggered on any incoming MIDI channel.