From the manual:
Note that if you load a MIDI file into Hauptwerk's native MIDI player that was saved with a different virtual organ (sample set), then only the keys will play; registration changes and other controls recorded in the file will be ignored because in general there is no reliable way to map them automatically in a meaningful and artistic way between different organs.
In other words, all you get is the notes, which I'd gather is exactly what you want when playing back the file on another organ.