It's not very clear what you are seeing inside and outside tmux.
tmux sends VT220 sequences when in application keypad mode, that means \eOo for 0, \eOp for 1 and so on. This should be the same as xterm.
This is assuming tmux can itself recognise the keypad keys which depends on the terminal outside sending VT220 sequences (tmux does not use terminfo for this), but xterm should do so.
tmux won't be able to do this with numlock off because IIRC then xterm just sends the normal key sequences, so a keypad Up looks the same as a normal Up (\e[A like you are seeing).
If you are seeing \eOo etc in the application inside tmux, then it must be turning on application keypad mode which makes tmux send these sequences. If it isn't, you should see plain numbers 0-9. If you see \e[A then xterm must be sending a normal Up key.
The tmux-256color terminfo entry doesn't include the keypad keys, so if the application is relying on getting them from terminfo it won't work.
What do you see if you run "cat" then press Up, with numlock on, inside and outside tmux?
What if you do "tput smkx" then do the same?