I think they'll work fine, though others may have more direct experience with the active adapters.
My older PS/2 IPACs work with a passive adapter.
However, my PS/2 trackballs need the active adapter.
I have a fair amount of experience with these. The reason your controls interface works with a passive adapter, is the same reason our first OptiWiz board did. It was designed that way from the ground up. If the KE72 isn't also USB compatible, then passive will not work.
The problem with cheap active adapters like the one shown, is that 99 out of 100 of them use the same chip. Unfortunately, that translates to a boot keyboard report structure, which allows only 6 simultaneous keypresses + modifier keys. Truthfully, I'm not positive if it even allows that fully. But what I do know, is that these also have a very damaging to gameplay "feature" to eliminate a stuck key problem (why they had to do this, I don't know.) Essentially, it allows a key (or joystick direction if that's what attached) to only be held down for about 6 seconds before it releases on it's own.
All of that said, if you are the only one playing the game and you don't play games where you need to hold down a button or stick selection for long periods of time, it may work for you ok. Otherwise, you will need to search out one made specifically for gaming which has none of those issues, but is usually quite a bit more costly.
As side note, while typing this on an old Gateway keyboard through one of those very adapters, I saw a "3" pop up while typing and I was nowhere near that key. It's not the first time it's done it either
