Most DAWs send the MIDI Start command when you initiate playback, which is what's causing the sequencer in your OB-6 to start playing back when Ableton starts playing back. There are a few ways to get around this, both in hardware and in software, but the easiest thing to do is probably to set the MIDI Clock global in your OB-6 to "nSS", which translates to, "sync me to external MIDI Clock, but ignore MIDI Start/Stop commands".
I hope this helps!