As I recall, a real MPU-401 by default will not transmit sysex commands to an external device.
That's nonsense. And MPUTHRU has nothing to do with this. MPUTHRU concerns MIDI-THRU, which means sending out to the external MIDI OUT what is received through the external MIDI IN. And MPUTHRU absolutely requires intelligent mode.
Concerning the games:
Wing Commander 1, Police Quest 2, Hero Quest need intelligent mode.
Police Quest 3, Atlantis, Monkey 1&2, Sam&Max all need UART mode only. Therefore, intelligent mode can't be the problem.
You said you had an MT-32. Does the MT-32 display "Excl. buffer overflow" or "Excl. checksum error" when running PQ3? If it's the latter, you have a bus speed issue, not a CPU speed issue.