Arp/Seq to MIDI Out not working with Local Off?

Hi! I would like to use the MF to play other synths via its MIDI Out and also use the sequencer and arpeggiator for that. So I set ‘Arp/Seq MIDI Out’ to ‘On’. But in order to not play the MF itself all the time I want to use the Local Off function. But then the Sequencer/Arp notes won’t be transmitted.
I know I can always turn the MFs volume off if I don’t want to hear it. But I would like to be able to let other sequencers play it at the same time.
Am I doing something wrong? Is this a design choice, just not possible or are there any plans on implementing it in a future update?