When trying to use MIDI in PX68K there’s no sound, some games will cut the audio using the default internal audio device, is there anything I’m missing or the core and even the standalone emulator still doesn’t have that feature yet?
It doesn’t support midi.
Try MAME if you are courageous. 
For x68000, MAME, well I still prefer the standalone core and maybe it will supports MIDI one day :>] But when MAME starts supporting the FM Towns Marty, yes, it’s a curious system without any emulator that I know of.