That is weird. I don't know about the Pro One and it's voltages used, but the MS-20 does use odd voltages, well the original does at least. But that aside, it's odd that the triangle wave is triggering the Pro One, as it's a bipolar wave running at +-2.5v and the square/pulse is 0-5v, if using an original, so one would think the square would trigger if the triangle was. Check the Pro One specs for what it's expecting for a trigger/gate. I'd like to think there was an overvolt protection on the input if it does use a low trigger voltage.
Don't know about the reissued MS-20 and it's voltage output levels, I'm pretty sure that can be changed to do the eurorack standard CV's, but the MG on the original MS-20 is compliant with eurorack as it is, which pretty much has become the defacto CV standard. It's really only the pitch and gate CV's that are the trouble makers (I bought a Paia Fatman simply because it could output Hz/V from MIDI some years ago, then found it doesn't do S-Trig.....them my brother lost it while he was modding it for s-trig, how do you lose a frigging rack synth?)