What I am trying to say is:

If you are trying to make a midi file to play on a Yamaha XG system, but the keyboard you were using could not select its own XG-Lite voices using the control panel of the keyboard (and this seems to be the situation on the EXR3-5) then the midi file you create would not use XG-Lite voices and therefore would not use the XG voices on the Yamaha keyboard.

However I wonder whether you can then edit the midi file on the keyboard to adjust the patches within the sequencer so that it then will select XG-Lite voices. Depends on the capabilities of the on-board sequencer.

I hope that makes more sense!