Korg Pa1000 And Midi to wav problem

Hi everyone, I use cubase pro 10 and play an external korg PA1000 keyboard. My problem is if I use my keyboard and create a midi sequence in cubase (not a vst), Cubase plays back my midi sequence to my Korg keyboard and I hear the performance, My problem is if I click on the midi data track that I created with the external synth, And ask the program to create a wav file from the data, I get nothing, I want the wav to sound like the timbre I used on the external keyboard, the Korg. Is there something I am missing? Or is it cubase can only create a wav file from midi if I use a vst instrument.??? Please help

Thank you in advance

As I know from my experience Cubase can make wave file from midi only with vst plugins (“Render in place” function…)…in your case since you’re using an external instrument, you need to connect audio output from external instrument ( Korg Pa 1000 ) into your sound card’s, mixer’s audio input…or whatever you’re using in relationship with Cubase to take an audio file from!
Hope this will help!