Nevermind, I figured it out. BUT I will let others know how I did it.
Go to Transport>Project Sync Set up.
In this rather large GUI you will see Midi Timecode Destinations. In there I ticked the Midi device I was using (Multiface Midi). Below that in Midi Clock Destinations I ticked the Midi Device (again, Multiface midi for me). Beside both of those options is an option I ticked called Midi Timecode Follows Project time.
Once I did that the Arpegiattor follows nuendo’s tempo.