I can only assume that you are trying to send the midi to tracks inside the folder itself. Here, a folder will happily send midi to tracks that aren't in the folder.
Is that right?
Either send to tracks outside the folder or make another track to be the folder track (containing the track containing the midi send and the tracks it is sending to).
Just to explain further, if you were allowed to send midi data froma folder to its own child tracks then you would be creating a never ending feedback loop, since the child tracks automatically send their output to the folder track.