I have a P125 (P121 with 88 keys) and yes you can record audio without an external audio interface - the USB port transmits audio as well as MIDI in both directions, so you can use it as an audio in and stream whatever to your piano, and you can record audio instead of MIDI.
In Garageband,
you need to choose the correct type of track for this to work (choose an audio in not "keyboard"; "keyboard" will always be MIDI - I recommend using the "mic" choice, and in the "fun" section of effects presets, choose "clean" for a non effected track (then you can add reverb etc later on). And this is important: Since it sends audio in both directions, the audio of whatever you are playing along with in Garageband (the other tracks) will be sent to the piano and then sent BACK to Garageband as part of your piano track (so you will hear that in your piano track) - to fix that, look in the manual for the P121 on how to turn "audio loop back" to off, then you won't have that problem).
You can also get really good quality audio recordings using the audio recording choice within Smart Pianist (and you have a really nice volume feature within that app to modify the volume of your piano signal - to a much greater degree than within Garageband), but it is only for recording your piano as a wav file.
I use it with my iPad and with my PC (not a MAC) and it works great with any app/software that reads audio inputs (sorry no idea how to setup the steinberg driver on a mac)
I have a full review on the 125 where I do talk about some of this stuff on my site at
Yamaha P125 review if you want to check it out; there's a link to my video version on YouTube in there as well.
Good luck!