The room you play in makes a large impact on the sound. How you set up the EQ on the speakers is important. How you set the arranger's built in EQ and compressor makes a big difference...
But honestly, the biggest difference between most pro demos and homemade ones is the player... Adjusting your touch to the sound, or adjusting the sound to your touch, being careful about not letting the RH swamp the backing, not letting the backing clash with your playing (mute out style piano parts if you are playing a piano sound, for instance), details like this can make a huge difference.
But, essentially, if your monitor system at home sounds great on CD's, it ought to sound great with your arranger. If it doesn't, try to think about what you need to do to make the room flatter (soft wall treatments, carpet, etc.) or try to pin down WHAT makes the demo sound better... You never really say what it is that makes it so.
Most all web demos, if done professionally, will have some compression and limiting on them to boost the volume, but as these are in most arrangers, you should be able to get that sound. In fact, TBH, most arrangers come with more of that on than I really like..!
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An arranger is just a tool. What matters is what you build with it..!