in Andy's video @~2:37 he is choosing his Akai controller, the default is "All"
The reason you are getting what you call "bleed" into the other midi channels, is because you have the midi controller input channel either set to "All" or whatever midi channel the keyboard controller is using. And because you haven't muted the channels, or made a temporary selected unused midi channel for the input of the tracks you don't want to record, you are routing all the midi data to those channels.
Normally you don't notice those channels being defaulted to "All" when for example you have midi tracks already recorded on them. But that's in play mode, not record.
Input midi channel number (controller)>>>>midi track (numbered)>>>> midi track(numbered) output>>>> input midi patch (numbered)>>>>>output audio of midi patch(numbered)>>>>>selected audio buss (numbered)>>>>and then to the stereo buss
(if previous selected audio buss wasn't the stereo buss)
It's mainly about keeping your midi's and audio's straight, and whether you are recording or playing. As things get a little more complex, you can think of it as a "patchbay approach".
Andy's Akai controller, I'm not at all familiar, but it appeared there were several choices or patches to choose from the midi input. That's much more complex than the simple default midi ch1 portable Yamaha keyboard contoller, almost a toy,lol, that I own.
Then with the Play, you are getting into multi-timbral instruments.
Patchbay.
I have to admit though, I am on the simple and lazy side,
I would open Play and do one patch at a time,lol! I'd still only open one instance of Play, but change the patches. 
Bwaaa! 
