If you want to play your NORD Electro2 from its own keyboard and record audio directly into Logic (or any other sequencer program) just having an audio connection to your FF400 will be fine.

If you want to use the Nord as a MIDI controller for the software synthesisers/sample players in Logic, or have Logic "play" the Nord from a MIDI track which you've constructed or edited, you'll need the MIDI connection.

Some keyboards offer a direct USB connection as alternative to the traditional 5-pin DIN MIDI ports.  I don't think your Nord does.

So yes, I think you'll need that breakout cable.  Or, if it proves impossible (or ridiculously expensive) to source, buy a separate USB MIDI interface.  They aren't expensive, and work just as well as the FF400 internal one.