The BSP doesn't do MIDI Thru. In an all-MIDI setup it is imho best to use a MIDI Thru box such as the Kenton MIDI Thru 5.
If you connect only 2 devices to the MIDI Out (but needn't pass MIDI signals except for the clock), a cheap phone splitter (Belkin) will do the job, I do that for connecting two Volcas. But then my BSP MIDI-In receives nothing but a clock signal from my E-RM MIDIClock...
For a anything more sophisticated than just inputting a clock signal and outputting MIDI to not more than two devices, use a MIDI Thru box
.