This was added in Studio One 5.1.0. Thank you very much to everyone who supported this request ❤ and to PreSonus for implementing this great feature!
I would like to suggest a feature that always records the MIDI data of an armed track in a buffer on playback. So when you are jamming along with a song or tweaking some filters but forgot to press record you can still retrieve the data after you stopped playback. In Cubase, Tracktion/Waveform, Samplitude & Live it's called Retrospective record, and in Logic it's called Capture Recording.
Examples of seven DAWs with retrospective MIDI record.
Cubase 10.5+ (improved retrospective record version)