From what you have told us ... here's what I believe is happening. You have recorded four tracks. Each track is playing back exactly what you played.

The one that appears different is the one you say was "an arped voice", well, unless you recorded the output of that Arpeggiator, the MIDI Track contains, (just like the other tracks), just exactly what you played. The EXT SONG feature which streams .mid files from a USB stick, apparently is not set to trigger the ARP the same as if the keys were pressed or like the MIDI data that was arriving from Cubase. (This is likely not a parameter you can select, as the MX does not have a dedicated onboard Sequencer... it is simply streaming the MIDI data from the file).

A Part that is following an ARP, is initially following data entered by the keyboard - it analyzes the data and adjusts the Arpeggio phrase to the chord quality based on the keys physically pressed. When you record to Cubase and playback just the MIDI events used for this analysis, that is what triggers the Part. If coming IN from Cubase, and if the MX ARP is armed, it then arpeggiates in response to the data exactly as it did when you played it. (But if you do not arm the Arpeggiator, only the trigger notes are heard)

Since you are not physically triggering the keys when the .mid is played via the EXT SONG function, the Arpeggiator does not see any input information (although your data is recorded it is not the same as physically pressing the keys, nor is it the same as data coming in via USB-MIDI) ... if the phrases are not being triggered.

Solution: Recording the ARP Out data
What normally is done, is you want to record the notes of the Arpeggiator to the MIDI Track (the actual notes of the generated phrase). This way you will always have the actual events of the phrases recorded... thus your Track will be the same as the others.

On the MX, you must activate the ARP MIDI Out Switch for the Part and then direct that Part's data Out on a specific MIDI channel, 1-16.
On the MOXF and Motif series, this is a front panel function. With the MX you can only address these parameters with Parameter Change messages (Sysex) or via an Editor. (See MX49/MX61/MX88 Data List Booklet Page 61)

Thanks for your reply bad mister.
Ii am amazed at how you manage to provide individual user support as well as do all the video presentations etc. that you do.
Well I was tossing up whether my needs justified getting the editor however I have now splashed out and bought the complete melas pack for mx - besides this small issue i had i might learn something about synthesis and midi with the pack.
I am still waiting for the unlock code -from the demo version it was not completely clear on how to activate the midi out - looks like you select "thru" under the insert section? But not clear how to select the channel (maybe it is channel 4 if the voice is on part 4?)

For help with unlocking the program you can reach out to John Melas,

In the Total Librarian you have access to the individual Editors - on the Menu bar select "Editors" > "Performance Editor"

When you open the Performance Editor you are on the "Performance Parts" tab, the other tab is "Arpeggio Parts"

Click on "Arpeggio Parts" - find your Assigned Arp (you mentioned Part 4) you will see a box to Enable Arpeggiator (for a Part) and you will see a column that lets you activate the MIDI OUT and set the MIDI CHANNEL. Additionally you can have the OCT RANGE (which lets you have the phrase toggle between Octaves with each repeat) and OCT (Shift) which simply transposes the Arp phrase.

Thanks again Bad Mister,
For some reason I had been trying to do it in the voice editor and then I realised that I needed to be working in the performance editor. I have got it working in the free vycro editor so actually didn't need to purchase the melas tools however I will now try playing with the melas tools to increase my knowledge in synthesis.
I have found that I can run cubase and the performance editor at the same time which creates quite a good environment for experimenting with arps, voices and performance editing.
I also thought I can maybe create a performance to save to my MX with a couple of parts set to midi out for situations where i want to record arpd in midi tracks.
One other question I have is regarding .x5a files - is it possible to open the individual performances in an editor so as to audition the performances and then save the ones I like to the MX?