Sysex files are causing trouble in registration memory by selecting undesired MFX

Here is what I'm doing:

I want a drum track. I select the style, I turn off the arranger part, press REC then I press Start and I record the drum part, once I'm done, I'll save it as an SMF. Then not to mess up and change the selection of the tones in the registration Upper 1, Upper 2 and Lower -> I go into the 16 track sequencer by pressing MENU -> I select Channel 4 , I press REC , I select "REPLACE", I also select STD, than I press START and I let it record (nothing) for 5 measures. I do this to all the channels except Channel 10 for the drum -> then I SAVE everything as a MIDI file.

By doing this when I play the MIDI file with the drum track, it won't change the tones in my Upper 1 and Upper 2 (in the performance memory) that is linked and saved with that MIDI file; however, for some reason if I have a PIANO selected in UPPER 1, the MIDI file won't change the PIANO tone which is good, but it will change the MFX to the MFX of the "TONE" that wasn't even highlighted (the LED button wasn't ON) during the drum recording.

Question: How can I get rid of the Sysex file that is still selecting the MFX?