I have also the same question. My instruments are Padshop inserted as track instrument and also my PSR-A3000 as external Synth rack instrument. Both of them have Output options greyed out. I have multiple stereo outputs defined in my Audio Connections ( output). Any idea?
If you defined only one output for PSR-A3000 in the Audio Connections > External Instrument, then there is only one output and you cannot use this feature for PSR-A3000.
I also expect (but not 100% sure about it) Padshop provides one output only too.
If you want to try this feature, HALion Sonic SE does support multiple outputs.