On the AR MkII, set MUTE DEST to “INT” in the GLOBAL > MIDI CONFIG > PORT CONFIG menu. See page 58 of the manual.
If you mean that you don’t want the Start/Stop on one instrument to control the other then do the following:
On the AR MkII, disactivate TRANSPORT SEND in the GLOBAL > MIDI CONFIG > SYNC menu. See page 57 of the manual.