FL Studio does not have built-in support for audio within MIDI files, so to retain the audio information in a MIDI file after editing it, you may need to use a third-party plugin or a different DAW. Here are some alternatives to consider:
Load the MIDI file into a software synthesizer within FL Studio and render the output as a WAV or MP3 file
Use a third-party plugin that supports audio in MIDI files, such as Kontakt or Omnisphere
Use a different DAW that supports audio in MIDI files, such as Ableton Live or Logic Pro X
Additionally, you could consider using a MIDI file format that supports audio, such as a Standard MIDI File Format 0 or 1, or a RIFF MIDI file. These formats allow for the embedding of audio samples within the MIDI file, making it possible to retain the audio information after editing.