Unfortunately you did not post your code so no one knows how you try to send the midi messages.
Check first: does the device apear as USB-MIDI-Class in your computers device manager?
Probably it is shown as a USB-Serial-Class device (which MIDI indeed is) but your MIDI application (seems to be a top secret application as you don't wrote which one) expect a MIDI-Class device.
Maybe this helps: https://github.com/esp32beans/ESP32USBMIDI