I also assume a MIDI loop. Make sure to check all the MIDI settings of the Prophet 12 and those in Ableton Live (the global MIDI settings as well as the external instrument settings in case you make use of an external instrument device on your MIDI track). For a quick test you can also turn the local control off on the Prophet 12 to see if that makes a difference.
If nothing helps, make sure to get in touch with the support.