My son is a drummer and a few years back used to practice at home. We did everything in our power to soundproof the room and minimise the noise for the neighbours.
We came to an agreement with the next door neighbour about acceptable times to practice. I had no problem whatsoever when said neighbour asked for a bit more quiet when her son was doing his L Cert. Mine was too and his music was part of it, but that was our problem and not theirs!
Anyway what I'm saying is please do discuss this with your neighbour. They may not be aware that the sound is travelling so much. Approach them in a calm manner as I'm sure they'll be mortified when they hear it's been upsetting you so much.
If it's a relatively new piano there should be a practice pedal which dulls the sound considerably.............yes we have a piano too!