Got the exact same complaint here. Working on drums part, I create a dummy at the beginning to get a feel and then get back to it later, explode the pitches and want to start narrowing down the sounds of each drum parts and that's impossible. The only work around I found is to create new tracks, copy all my MIDI notes line by lines into those new tracks and then assign instruments. It is really painful.
It would be fine if the new tracks was assigned by default to the same VST used on the "parent" track, at least no risk of issue with the copy paste everywhere for the midi notes.