I understand your pain and desire.
A forum thread already exists addressing this. It's best to keep all comments on this in one place for conciseness.
It's allegedly being looked into, but would be "hard" because it's "continuous data" and the KSP is a step sequencer.
.... Yet it can record CC data. And CC stands for "Continuous Controller." The only difference between std. CC messages and PB, MW, and aftertouch is that CC messages are 8-bit wherease the other three are 14-bit. Still only a few kilobytes. I suspect poor design and programming decisions were made regarding how these have been implemented on the KSP.
Let's keep our fingers crossed, eh? Cuz without being able to record PB, MW, and AT well .... With a four part sequencer controlling four separate synths, that makes those virtually pointless, since you can only control one synth at a time with them the way it is now.
https://forum.arturia.com/index.php?topic=107298.0