For anyone finding this as late as I:
I had only added an instrument track and set its MIDI input accordingly, but nothing arrived there. As soon as I also added a MIDI track, set its input to the correct source, and its output to the instrument, everything worked fine. Recording created a grouped set of note "clips" (?) in both tracks. I don't know if that is how it is supposed to be, but if you need a quick fix, you might want to try this.