This game is notoriously picky with MIDI devices and throws a "MIDI Error" in certain scenarios. Just what is it expecting? The error occurring doesn't necessarily mean the MIDI won't play. It doesn't throw the error for me with GS Wavetable Synth, but when I attempt to route it to another device with MIDIMapper, it throws the error. Humorously the music works, however.
However, I found an issue that seems to be caused by CoolSoft MIDIMapper itself. The MIDI refuses to stop post-race, and considering there's WAV music in the menus, a bit of a cacophony results. I'm going to make a note about this. MIDIMapper routing to GS Wavetable skipped the MIDI Error but still had the hanging music. GS Wavetable direct however, works as intended for me.