How can I play a MIDI file on my MIDI keyboard?
It seems like the wording I'm looking for is "plays MIDI files on an external device". 

Most software I found which claimed to "play MIDI files" did so using QuickTime or their own code to make sounds. 

I'll quote Tetsujin's helpful definition for 'sequencer' and 'digital audio workstation':


  A "sequencer" is the descriptive name of a piece of software originally designed specifically for the recording/playback of MIDI data [usually through an external device, such as your Clavinova] These days, you would expect that one could also deal with audio recordings, software instrument plugins [soft-synths] etc. 
  
  A DAW is a 'digital audio workstation'... fancy name for a 'sequencer' ;-) 


The specific software I found to play MIDI files on my external device was Aria Maestosa. This is a MIDI editor/sequencer which is GPL licensed. Starting with version 1.4, it  "Support[s] sending midi output to external devices".  The current newest version of Aria Maestosa, 1.4.10, requires Mac OS X 10.7 or above. I fell back to Aria Maestosa 1.4.9 for Mac OS X 10.6, dated 2013-10-27.

I ran Aria Maestosa, selected my MIDI interface via the "Output" menu, imported a MIDI file, then pressed the "play" buttons. The music came from my Clavinova, not from the computer. Achievement unlocked!