When you insert a soft synth, you need to select a MIDI source track.
What you are seeing is indeed correct. You don't record the audio output, you record the MIDI being sent to it.
If you are using an external controller, you can arm the MIDI track, and record your input. If you are using the included patterns, you will need to drag these to the MIDI track.
It's not like recording a guitar. You are not recording the audio, but the data that triggers the synth.
Your routing/signal flow should be like this:
Controller>MIDI source track>synth>Synth audio outs>Master bus(or another bus outputting to the master bus)> main outs.
Once you wrap your head around this, it's easy breezy, and it's the same for all soft synths.