Midi is not Audio.. it's just data...
To get the Audio into Logic you should either;
1) Use the USB connection from the Xi to your Mac... as that carries both Audio and Midi.. so you don't need to use the Mio for it... If you have the drivers for the Xi set up and installed correctly you should see the XI listed in Logic's Audio Input section of it's Audio preferences/Audio/Devices If ylou cannot get it to work, a call to Roland Support might be useful.
Roland's US support info can be found here...
http://www.rolandus.com/company/contact_us/
If you live outside the USA.. simply google for the appropriate information...
Or...
2) Use an Audio Interface and then connect the audio outs from your Roland to the audio inputs of the Audio Interface..... and select those inputs in Logic when you want to record the audio output of your Roland... using the External Instrument Plugin....
Here is an example video of how to achieve that...
https://www.youtube.com/watch?v=e_L5DUBE3AQ
There are many more guides and tutorials out there.... Just google Logic Pro X External Instrument to find them...
Note: I recommend a good quality Audio Interface... Something like a Motu, RME, UA, Focusrite or maybe Apogee
Cheap USB2 ones like those by Avid, M-Audio, Alesis, Mackie and so on tend to cause/have issues... so I don't recommend them...
Make sure whatever interface you buy, has up to date stable and working drivers for your current OS X version... and check for any known issues reported here or elsewhere before purchase..
Additional: The Mio works great with Logic Pro X, OS X 10.10 and the Xi... Your problem is you believed you could get audio via Midi which is not possible...
