Sorry, same problem here with MOXF and Win10. Works with Cubase, not with Studio one 4. There are no outputs indicated, no matter what I choose. Not even the GM Midimapper. There doesn't seem to be any connection between the settings I choose in the MIDI-out configuration and the track-settings.
All latest drivers installed. Since I'm using a trial version of Cubase and Studio One, my choice at the moment would go to Cubase, even if I prefer Studio One's handling and features.
Perhaps someone can shed a light on this problem.