Midi but no sound

Hi. I’ve gotten my Artist 10 running and have my behringer u-phoria umc204hd audio interface going. I have a 1998 Korg Trinity as an external audio source via midi. I can see that recording midi signal into a midi track works fine. But playing back the midi track to an audio using the Trinity as the sound source is not working. I can see on my audio interface that signal is working both in and out as the LEDs light up just fine. I learned recently that the connection between the audio interface and the Trinity needs to be using the thru midi port not the midi in, so I know that’s not the issue. Any ideas?

Create an audio track.
Assign the input that your Korg Trinity is connected to.
Monitor the track using the little speaker icon near the Record Enable button.
You should be able to hear the sound now.