I kinda disagree with Cheez. And I do not think your Clavi is a waste yet.
The clavi is a very nice synth and keyboard to use. Aside from having a wide palette of sounds you can further modify each of them to make them sound the way you want it to. It's very powerful. Try experimenting with the Sound Creator function!
Ok first I think I will address your main problem on the sound not coming out the way you want it to on your sequencer during playback. This is because you do not have an Audio input FROM your clavinova TO your computer's soundcard. The reason why you hear a different sound is probably because the clavi supports XG or GM2 sounds which almost every computer should have as well. You play your clavi but the MIDI data is sent to your computer and the output sound is FROM your computer (or Software synth) and NOT from your clavinova. I.e wrong MIDI data routing.
I understand you wish to capture the lush sound that your clavi produces from a certain patch instead of triggering your computer's synth sound. To do this, you need to get an audio cable to connect your clavi's sound output jack to your computer's sound card input jack.
Next, you must configure the appropriate MIDI input and output options in your DAW. For MIDI input, it should be set to OMNI or select a default MIDI channel from your clavinova. For MIDI OUTPUT, select your Clavinova's internal synth. (You *should* be able to find an option for it.)
Make sure you also set up a corresponding Audio track for that MIDI track.
To sum it up, the links you set up should lead to a data path like this:
Play your piece on the Clavi ---> MIDI input via USB or MIDI Cable ---> DAW ---> DAW records the MIDI data (Be sure you set the Record button ON) into a MIDI track.
When you are done playing, Playback your piece on your DAW. This time,
MIDI data on your MIDI track ---> MIDI output via the same USB or MIDI cable ---> Clavi ---> Sound is triggered FROM and BY the clavi ---> Audio output via Audio cable ---> Your computer's sound card via Audio input ---> Sound FROM the CLAVI is produced on your computer's speakers.
Do note that you need to have loaded the sound which you want to hear on your clavinova already.
After this, you can simply record the audio by using your DAW's "Freeze synth" function.
Feel free to ask me anything regarding this explanation. Im quite bad at elaborating on long, draggy stuff. But yup dont fret! Your synth is not a waste!