There are 7,891 Arpeggios.... there are many different Types of Arpeggios. Not all behave the same

For example, there are Arps Types that contain no Note-on data, they are made up of controller data (pitch bend, Expression, Filter Cutoff, Assign Switch On/Off, Assign Knob movements, pan control messages etc., etc). You cannot hear these Controller Type Arps.

We’ll let that sink in a bit.

If you have an Arpeggio that all it has is rhythmic movement of cc11 Expression, or cc10 Pan, playing it will make no sound.
Enter the KEY MODE parameter. The KEY MODE parameter tells the Arp how it should be applied. Normally set to “Sort”, the notes you actually play are not heard, instead the Arp phrase sorts the data and plays the stored musical phrase according to the notes you are holding. Your Direct Key press is NOT heard, only the output of the Arp phrase is heard.

If Key Mode = “Direct” the notes that you trigger ARE heard and the Controller data can be applied to the sound created by your direct play. So if you select an Arpeggio Type from the “CTRL” category you will need to set the KEY MODE = “Direct”

Without a sound, moving Pan left and right is meaningless
With a direct sound playing in response to key-ons, the CTRL Type Arp can be applied directly to that sound.

Hope that helps... if you need more help ... why not tell us which of the 7000+ Arps you are talking about.