On my Roland SC-50 (via UM-ONE) there is a note that 'sticks' during the MIDI track that plays in Rouen (start of game). When selecting any other device for midi playback (MS synth or Creative X-Fi synth) the issue is not there, or at least not audible.
Please check attached recording from 00:54 to 02:02.
Could be a problem with the original game as well, but I have no way to verify.