Have you tried running Roland JD-XI directly into the Mac via the USB port? I'm looking at Page 3 of the Owner's Manual and that's exactly how Roland has it pictured, from USB to computer. That frees up your MIDI ports to connect to other MIDI devices and sync clocks that way.
I downloaded your Owner's Manual the product page on Roland, opened it in Preview, and did a search on "DAW" and I found relevant information on pages 1, 3, 13, and 15. regarding recording the JD-XI via computer and DAW. You'll need to download the USB driver and install it. I'd also check on the Roland site to see if there's a firmware update.
Drivers are at: https://www.roland.com/us/products/jd-xi/downloads/
All JD-XI manuals are at: https://www.roland.com/us/products/jd-xi/support/
I run my Roland Keyboard MIDI controller directly into my MacBook and Windows PCs via USB and have no issues with it, or my Audiobox 96. I've never used the MIDI In and Out on my Audiobox 96, but never needed to.