Recording MIDI to an external Sequencer requires a bit of setup — the setup changes for when ‘you’ are generating the Note-On data and when one of the Arpeggiators is generating the Note-On data. There are two different setups, one for normal play, the other for recording the output of the Arpeggiator.

You will notice that your direct key presses are not heard, instead they are used to provide information to the Arpeggiator assigned to this Voice. So, technically, you probably want to record the Note-On events generated by the Arpeggiator. You are probably playing a simple held chord while the Arpeggiator is generating the “synth lines” in this particular Voice/Arp combination.

Normally, the MOXF, like every other keyboard, Outputs what ‘you’ play. So you should expect to make a setting that will route the Arpeggiator generated Note-On data to be sent Out via MIDI in place off what you are actually playing.

Turn the ARP ON/OFF Switch to Off... play what you were playing. Contrast that with what the Arpeggiator does with those same triggered notes.

It is a fact that you can record one or the other; either direct play or Arp play.

You need to set the Arp data to MIDI Out
And you’ll need to set a Midi channel on which the data is generated.

You don’t tell us what mode you are in when attempting to record this...

If you are attempting to record from Voice Mode:
Press [UTILITY]
Press [F2] VOICE
Press [SF3] ARP CH
Turn the ARP MIDI SWITCH =ON
Select a MIDI Channel

If you are attempting to record from PERFORMANCE, SONG/PATTERN MIXINGmode
Press a numbered button to select the PART
Press the dedicated ARP [EDIT] button
Press [F6] OUT CH
Turn the ARP Out Switch = On
Select a MIDI Channel