Yes, but not directly because of the nature of Setups. They are multichannel, so sending a standard program change on one channel of a multichannel setup would not make sense or be possible.

The trick is to create a QuickAccess bank with the setups you need (go to Quick Access, choose a location, hit Edit, and change Type from Program to Setup, and then set the Setup you desire. You will have access to 10 via standard program changes 0-9. You do not need to be on the Quick Access screen for MIDI program changes to work.

The final step is to go to Midi mode, Recv, and 4th option down, ProgChgType should be set to QA Kurz.

* NOTE: This will disallow changing Programs via MIDI until you set ProgChgType back to Kurzweil or whatever the setting was originally.