No, most controllers are just controllers. If you need something with the onboard sequencer, you'll have to get a synth workstation. But since you've mentioned Motif rack...Why NOT just buy a MOTIF keyboard?
I believe it has it's own sequencer.
It will cost a few grand, but it is a great investement from my point of view.

Another cool option is to get a Roland XP-80.
XPs are pretty light and they sound good. Again, nothing fancy comparing to gigastuff or killer soft synths or even workstations like the Triton or a MOTIF, but cheap wnough and worth getting a hold of! It has a nice sequencer as well.

-ED-