To select specific FP-2 Tones from an external sequencer you will have to insert both Bank Select and Program Change messages in your sequencer track. This will inform the FP-2 that you have selected a specific Tone or Patch. Without this information, the FP-2 defaults to the main Piano Tone.
You can find a list of all the FP-2 Bank Select and Program Change messages in the FP-2 MIDI Implementation Document attached to this article.