If you're using the auto-punch to record there is a box that says, "mute previous take" perhaps that is checked ?
You can press P and look at your record options and change it there or right click on the "record" button will bring up
the record options box. Make sure you have, "sound on sound, blend" ticked too and NOT overwrite/replace
Are you recording in to separate midi tracks because you prefer to edit that way or is there another reason ?
Steve