There are a few options. I would recommend using the "Transform to Audio Track" function, which is fully reversible. If you prefer to keep the track as MIDI, you could send all the outputs to a single bus and then automate that bus at your preferred in/out points. Not as clean as transforming the track to audio, IMHO, but it works.
Fade-in/fade-out is a function that can only be applied to audio tracks. This isn't a shortcoming on Studio One's part or anything, it's just the nature of how MIDI tracks work, since they contain only data and no actual sound is baked into them.
