Connection Tyros 5 and Cubase 14

Hi! Apologizes for my bad English. I am trying to connect my Yamaha Tyros 5 with Cubase 14. Sounds and MIDI tracks work OK. However, when I try to send an accompanying from my Tyros to Cubase (as MIDI to each channel 9-16), I can, but then it sounds very different from the original arrangement. All tracks sound as piano, or different instruments, or some of the sounds are out of tune, etc. Did someone have the same problem? What else can I do? Thanks!!!