I'm not exactly new to MIDI but I use it infrequently so I'm still pretty green. I mainly use it for arranging music and sometimes to play back as accompaniment. And each time I sit down to use it I have to relearn or reconnect the software. But there’s 1 specific thing I can’t figure out.

First off, my setup: I have a Yamaha P-250 connected to a MIDISport 2x2. The MIDISport is connected via USB to a 2008 MacBook Pro running OS 10.8.5. I’m using Finale 2014.5.

I’m able to get Finale to select from the P-250’s XG set of voices. (At least I’m pretty sure that’s what it’s selecting.) But the keyboard also has a set of 45 Preset Voices. These are the sounds you select when playing the keyboard without any MIDI devices connected. They are accessed by selecting the buttons on the top of the keyboard. The XG voices are also available here. In Finale, when I select an instrument for a single staff, the pop-up menu shows the standard General MIDI instrument list, but not those other 45. I hope the attached screen captures help explain.

Can anyone give me some pointers for getting Finale (and Logic Pro if I decide to buy it) to find and select the Preset Voices?
Thanks.