I don't get it, why can't I set an init program change for each sequence in a project, or even at all?
I've used MIDI sequencers since the 1990's, and in my keyboardlab I mainly use Roland MC-80 when I need to sequence something (I'm not using a computer at all for creative work), which is a little bit more complex beast but that has a full midi event list available for a song/project.
The Beatstep Pro could simply have a setting where you enter the program change number 0-127 with one of the knobs, and then optional bank select for when needed, with CC xx & Byte 0-127, on two knobs for MSB and two for LSB.
Not rocket science really!