Although the two aren't synced on Rolands, yet (I've got a request in), it seems very possible to combine arranger play AND SMFs on newer Rolands (and Yamaha's, I think - maybe others).
I've got a post here describing how it can be done (on a Roland, at least);
http://tinyurl.com/yqhly6 I was just wondering if anyone uses this method much, and any feedback about potential problems, or features I haven't thought of...?