OK.. I'm listening, but I'm just not hearing what you were saying.
So here's what I did:
1. Set my Indigo Midi ClockRX on Auto
2. Set Logic to transmit Midi Clock to all my Midi devices, in the Preferences/Midi/Midi sync
3. Made and external instrument and pointed it to the Indigo
4. Set the tempo at the bottom of the Logic screen
5. Played my midi controller while changing the tempo. This is where I screwed up, you see at this point you need to press either play or record to send out the midi sync info. I was just playing the controller expecting that to kick off the midi sync.
So even though I was listening to what you said, I really wasn't hearing it.
(My wife complains that I do this all the time

, she must be right after all)
What happened was I pulled a loop into the mix and wanted to play along with it so when I clicked the play button, the arpeggiator worked just like it was suppose to.