Ok, got home. Since I had disabled all output devices in Edit->Preferences->MIDI->Devices (just to "experience" this new auto TTS-1 loading feature), the page in Edit->Preferences->MIDI->Instrument looks like this: 
 

 
This is how it should look when there are no output devices, no? So, I think there's nothing wrong with my setup.
I think I'm going to submit a bug report (as a bug in the base version).

It does not happen here.
Just opened a midi file and only the midi tracks are in the project.
TTS not there at all.
 
What am I missing?

The feature only works if you have no MIDI outputs assigned within X3.

got it. thanks