The show can go on. The requests were intercepted.
These are the 2 requests the SE-02 editor asks the SE-02 when the software starts up:

I expect the answers at least contain the following data:
- roland firmware version
- midi channel
- midi thru setting
(in my case channel is 8, version = 1.11 and MIDI thru is off)
Whatever patch I ask the editor to retrieve it sends the same 4 commands, so it looks like it is indeed requesting the edit buffer of the SE-02.
Requests are:
F0 41 10 00 00 00 44 11 05 00 00 00 00 00 00 40 3B F7 (response = 78 bytes)
F0 41 10 00 00 00 44 11 05 00 00 40 00 00 00 40 7B F7 (response = 78 bytes)
F0 41 10 00 00 00 44 11 05 00 01 00 00 00 00 40 3A F7 (response = 78 bytes)
F0 41 10 00 00 00 44 11 05 00 01 40 00 00 00 30 0A F7 (response = 62 bytes)
In the response the first 12 bytes (including F0) are the same except 11 that turns into 12.

With this info, every one with an SE-2 might consider experimenting. Happy reverse engineering !