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 (this request is about MIDI Retrospective record, Audio is already available as Pre-record Audio Input)
Cubase 10.5+ (improved retrospective record version)