There is no current way (as of version 3.3.4) to have all of the passes in a loop while recording audio in a loop remain in the same audio event or clip and/or all also maybe to continue to play while you do that.
You can stack audio clips on a track in post and with the Inspector "Play Overlapping Events" option turned on or by combing the stacked events into an Audio Part, have all of the stacked clips on a track (on in the case of Audio Part, all in the same media clip container) play all at once, but that doesn't happen during recording.
If you want that function you should make a Feature Request here: http://answers.presonus.com/studio-one-feature-requests
Search the feature requests there to see if already exists before creating one to avoid duplicate feature requests. If it does already exist, add your vote to it.