If you can bend with your harmonica, that”s probably what’s going to determine if it works or not. Saxes do a lot of sliding around, scooping, that sort of thing. But even bendless, you can get a few things going if breath pressure can influence the velocity of the note sent. Low velocity notes will gliss between notes, with speed and intensity varying depending on the window and expression value.

But, just like on a keyboard, if you play sax or guitar solos (or just about anything other than piano, organ and clavinet!) without using the bender, it comes out a bit strange, a bit unconvincing. Luckily, you also have a selection of arrangers that can set the expression pedal to do bending, although it might be tricky to have both bend up AND down assigned to a pedal that has no center decent. This was something that was always missing from the Roland feature set, and to be honest, it ruined using arranger mode for me unless I could use the chord sequencer before I soloed.

I am a bender addict, unashamedly! 🎹
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An arranger is just a tool. What matters is what you build with it..!