Okay... If I go to > Control Panels > Quicktime Settings > Music, I'll find QuickTime Music Synthesizer there and it's already selected. If I edit the list of available synthesizers (not to actually edit but to see what's in there), For QT Music Synthesizer, it has Channel 1 selected for it and you can't change that. Also, for MIDI port, it has "Studio Patches pgm chg" and you can't change that either.
I see that there's a new item that has appeared to Control Panels, called "OMS Preferred Device". The window says "Simple MIDI applications which only communicate with a single device should use" and you either pick QuickTime Music (selected already) or "Studio Patches pgm chg" or "∞ IAC Bus #1".
Back to Allegro's MIDI window to try various settings, unfortunately I still can't get sound. Because I didn't really change anything, I guess. But I wonder how the other software are able to utilize that regardless... Somehow this Mac already has the capability, but Finale doesn't know how to use it.
EDIT: ADDITION
I had installed Finale 3.7 earlier, but it looked a bit too rough for my use so I kept looking for something slightly more refined...
I tested it now, and noticed that it isn't playing sound either. But if I expand its playback controls palette, there's a setting "play sound through internal speakers" or something like that, and that makes the sound audible! It never occurred to me that it might *not* play sound through the internal speaker in a situation where there are absolutely no audio output devices plugged into the computer, and I'm hearing all the usual sounds from the internal speaker...
Unfortunately I don't see any similar setting in Allegro 2002 so either it doesn't exist because it assumes that automatically, or, I can't find it...
EDIT: ADDITION 2
Hey! In Allegro 2002, under
Options menu, there's a setting "Internal Speaker Playback" which is equivalent to what I just described above. Why that has to be a separate trick when there are no external speakers plugged in and the UI sounds are coming from the internal speakers is absolutely beyond me. I'd better share this little tip to the abandonware sites in case anyone else out there is losing their patience over the basics.
I was messing with this for about 2 days by the time when I decided to ask, but isn't it always that by the time when you get to your GP's office, all the evidence of the pain is gone...
Well, hopefully the record of this post can help someone in the future.