Hi
Sounds like you are correct.
Based on the link below I believe I need to choose Mode 2, not sure what to do after that. Experiment I guess.

https://rolandus.zendesk.com/hc/en-us/articles/115005630303-VR-09-VR-09B-VR-730-MIDI-Channels-and-the-MIDI-In-Mode-Setting