The limitation about not being able to record the Split Voice is only when using the built-in Song Recorder. As Gary said, you could always record to your computer-- which is generally the better way to do it, anyway, since a DAW or other MIDI recording software will have more powerful editing features, whereas there is essentially no editing capability when using the built-in Song Recorder-- if you make a mistake on one of the tracks, then you must record that entire track over from scratch.
But despite its limitations, the built-in Song Recorder can still be a very useful tool for quickly recording your musical ideas whenever inspiration strikes. And since you can record up to six tracks-- five melody tracks plus one accompaniment track-- and each track can be recorded separately, you can still record the left-hand part of your song; you just need to record it separately, using the Main Voice rather than the Split Voice.