"Evidently it's not so simple".
I have been using midi since before the turn of the century, and I am struggling to understand what you are trying to do. I have a feeling there is a language problem.
However, I think I understand your 'general idea'. I have recorded simultaneously the audio output of my piano and the midi. The midi goes via midi cable to the interface midi input, and the audio goes into a couple of line in channels, then both into separate tracks in the DAW.
I can play back the DAW audio just fine. With the midi, to be able to hear something I either have to direct the track midi output back to the interface and then to the piano, or load a virtual instrument onto that track.