Just to illustrate further, hooking up two WinUAE instances with inter-process serial shows the midi activity in the slave instance, WinUAE is just not sending this to Midi Out.
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This is specific to SoftMPU in PC-Task, Midi Out works fine with any Amiga software that uses Midi.
Maybe an option could be added to WINUAE that forces any Amiga serial port traffic to Midi Out.