Yes, an audio interface is best.
Many beginner's confuse MIDI with "sound" it's not, the MIDI recording made with the Clavinova could play back any number of MIDI instruments or any of Logic's internal instruments using any sound they are capable of producing. Recorded MIDI is simply a recording of which key you pressed(C5 A4 D6), how long you held it down, how hard (fast-velocity) it was played, whether the sustain pedal was applied...etc.
I assume you've used the Clavinova to play some of Logic's internal instruments.
You know what Bach said about playing the piano? "Just hit the right keys at the right time and the instrument plays itself." 😉