I don't have a Fantom, but here are some tips I found in the
manuals:
In Menu, System Edit, MIDI, maybe you may need to set "Exclusive Protect" OFF and/or "Rx Exclusive" ON? Page 183 of the Owner's Manual says Exclusive Protect prevents incoming System Exclusive messages from rewriting user memory settings and Rx Exclusive specifies whether System Exclusive messages will be received.
In the Questions and Answers booklet, page 12 has a question about "Exclusive messages are not received" which also suggests making sure the Device ID setting (in the same menu as above) matches the Device ID in the incoming message. But in your case, the Device ID probably hasn't changed since you dumped the data.