I didn't understand this about the midi queue either, but say I am playing a style in registration to be followed by a midi file.
The midi file is right there where you highlighted, ready for play when you press the midi button.

pa4X 76 ,SX900, Audya 76,Yamaha S970 , vArranger, Hammond SK1, Ketron SD40, Centerpoint Space Station, Bose compact