There is, in fact, an inconsistency in Processing. With all other classes, items to be loaded are put in the “data” folder of the sketch. With jm-Etude, the program looks for the file in the Processing directory. So, you have to put the file there (not preferable) or give a full path to the file.
It looks like there are problems loading certain MIDI files. I have two example files, and only one is loaded. The other throws an EOF exception. They are of the same type according to jm-Etude (both output “MIDI file type = 1”). However, the one that fails on EOF is considerably longer than the one which succeeds, and that may have something to do with it.
Other than these minor annoyances, jm-Etude seems to work, and work well.