Korg has great apps, but only with the lowest, completely outdated crap level of IAA audio integration, instead of AU audio with full recall settings including midi, or at least standard midi IAA compatibility.
This practically means:
for each of these apps you have to
a) create a midi track without instrument
b) create an audio track as IAA audio track
c) route the midi track to the Korg IAA audio track
d) record to the midi track and listen by activating the little speaker icon on the audio track.
Module runs without ay problems this way here, just like the other Korg apps, as far as I have them.