Well, when I am in Step Sequencer, I will begin playback in one of two ways:
1. Click on the Play icon at the top of Step Sequencer (triangle pointing to the right). This plays only the midi data contained within the midi clip you are editing in Step Sequencer, so you don't hear any other tracks playing. I use this to simply repeat the midi clip over and over by itself, to tweak it til I get it just how I want it.
2. Click the space bar. This plays both the midi data in the midi clip you are editing, as well as any other tracks that line up at the same time in the song. I use this to hear how this clip fits in with the other parts of the song.
Are you not able to do either of the above?
Bob Bone