External synth and midi sequences not playing properly

I have an external synth with a sequencer (Behringer Odyssey) that I programmed some sequences on. I am able to sync the Ody to Cubase 12pro no problem. I am then recording the midi data to a midi tracks for the different sequences, and chaining those together to make a tune. Then I play the midi data back out to the Ody (so I can tweak the sound from the Ody) and record to an audio track.

However, when I am playing the midi data back out to the Ody, it sort of “slides” into the fist note of the sequence, and at the end of the sequence wants to go back to the first note of the sequence before moving right into the subsequent sequence.

The midi data looks fine in Cubase when I zoom in. Not sure why the synth isn’t tracking the data properly. I tried a second external synth and it did the same thing.

Any suggestions?

Thanks!