The MOXF is not XG (officially) compatible. If you play a properly prepared GM/XG file for the MOXF, it will switch to a bank that will allow an appropriate sound to be selected. But just FYI, it is not fully GM, nor XG compatible.

That said: It does have a Bank of sounds, and a single GM Drum Kit that will respond to the GM/XG program changes.

You simply need to set the MOXF to a blank SONG or PATTERN MIXING location.
You can reset the setup as follows:
From Song or Pattern mode press [MIXING]
Press [JOB]
Press [F1] INIT
Select "GM"
Executing this reset will be the equivalent of sending an XG/GM Reset message.
All Part go to Concert Grand, except Part 10 which recalls the Standard GM Kit.
All Volumes to 100, all Pan to Center, etc., etc.

Thank you for your quick reply Bad Mister.