You're not doing anything wrong. Si does not support multiple outputs.
Si was originally intended as as easy way for new users to get some stuff going, without some of the options that can inundate said users.
With it being included in the X1 package, it sits squarely in front of people who expect more variables.
Understand that the basic concept of SI was simplicity.
That said, you can insert multiple instances of SI drums, and create a custom map to direct individual drums to the different instances.
It will take some footwork on your part, but it's not terribly hard to do.
If you want to squeeze a Ferrari out of a Ford, you're going to have to do some tuning.