I don't have Reaper and not sure what you talk about. If talk about you can do certain control functions mapping In Reaper, then it can be a good idea to use the midi cc that's shown as "undefined" in this chart:
https://www.midi.org/specifications-old/item/table-3-control-change-messages-data-bytes-2 - for Reapers functionality, when you make a Keylab controller map for this. (I don't have a keylab.)
Many Synths by default use the midi cc you can read in the chart for certain functions. It's very likely they does, if they are pre-mapped. This include hardware synths.
You can do like you say, and use a empty midi config in Pigments, but i would recommend the above to avoid as conflicts (as much as possible), when it's possible to do doubble controlling like you apparantly can.
Other synths might not be able for multiple midi configs, so you have to clean the mapping.
You can do like you wish, as long as it does'nt create conflicts. But perhaps it's a good idea to have a certain order in things.
Hope this helps.