First: I will not bare with you. But I'm sure we'll all willingly bear with you.
Second: Your laptop audio system **might** be good enough as is. Years ago I'd be dubious. But these days it's likely okay.
The serious problem is with latency, but Macs are known for low-latency. So I'd give it a try.
If the latency proves unsatisfactory ... there are, as you said, a number of audio interfaces available. Most plug into the laptop's USB port and provide balanced or unbalanced line-level outputs.
But I'd want to know ... do you want to hear both ...
(a) native sounds from the MP11
(b) virtual instrument sounds from the laptop?
I do both (but I use Windows, not Mac). Here's what I use:
I feed the piano MIDI to the computer via old-style MIDI cables into the audio interface, which feeds MIDI to the computer. But the more modern approach would be piano USB to computer USB.
I have two audio systems ... a new one with the powered monitors, and an old one with a conventional amplifier and speakers.
As to the question above ... do you want both native sound and virtual instrument sound. This configuration offers both. The mixer takes both signals and allows you to level-set them as you see fit.
I'm showing the Presonus Audiobox ... but you can get a newer version from Presonus, or use any of a wide range of others from Roland, M-Audio, Steinberg, Focusrite, Native Instruments, and others.
You'll have to check for compatibility with your Mac.