That's a good point. Try shutting off MIDI output in DMCS or configure your UAE setup so that MIDI output is directed to your PC's MIDI device or to Windows General MIDI thingy.
I know that when I was first learning Bars & Pipes on a real Amiga, I couldn't figure out why it was just so slow & stuttering - it was because my MIDI interface was shut off and passing-through to the serial port. (I was using internal Amiga sounds so I wasn't thinking about external MIDI devices at the time)