You can record audio from tidal into your favorite DAW of course, using multiple output channels.
The advantage of recording midi, might be that you can edit the data more easily in you DAW when composing a song.
When using sfz files, it's easy to map the samples you use in Tidal for your song, to your midi data in your DAW. Read more of sfz here: https://sfzformat.com/
With a simple script you can convert a samples folder to a sfz file. For example, using:
./makesfz -s -k 0 -1
Gives you a simple one shot sfz file, starting at key 0.
You can use sfizz (or other sfz plugin) to load the sfz file to your mdi track in your DAW (Ardour for instance).
After making your midi outputs: https://tidalcycles.org/index.php/SuperDirt_MIDI_Tutorial
This should give (more or less) the same results, assuming you converted the cpu2 samples folder to sfz, have it loaded on channel 10 in your DAW and you've add 'midi0' to your tidal midi setup.
d1 $ n "0 2" # sound "cpu2"
d1 $ midinote "0 2" # sound "midi0" # midichan 9
You could even specify midichan per sample I think. Then you make a second midi track, recording from a different midi channel.
d1 $ midinote "0 2" # sound "midi0" # midichan "9 0"
And/or a different midi output
d1 $ midinote "0 2" # sound "midi0 midi1" # midichan "9"
Via Ableton Link https://tidalcycles.org/index.php/Link_synchronisation
or
Midi Clock https://tidalcycles.org/index.php/MIDI_Clock
you can synchronize the tempo.
Via OSC you could control even your DAW (Ardour has extensive OSC support) in Tidal
https://tidalcycles.org/index.php/Custom_OSC
I didn't test it extensively, but this idea might help people building up a nice workflow. So feel free to comment if you know other or better ways 