Yes the Motif series does have a GM bank but for some reason you seem to have to go into the Song/Job menu check the GM box and then initialize and it will play the correct sounds. Well that is how it is on my Motif 6 anyway so it sounds like that hasn't changed on the ES Motif.
I am not sure why you need to jump through hoops to play GM files. It is automatic recognized on my PSR-550.