... as far as I understood it, the midi signal is not routed through.
Curious as I am and not being a DAW user at all - I tried to get my PB doing midi playback after recording some tunes in Reaper.
After I have figured out (from the Reaper manual) what needs to be set, it works fine....and found out why I rather use a dedicated machine (MPCX) to do the job - it seems to be easier. But this is only my personal opinion.
Drawback of the MPCX: a maximum of around 5 minutes of hardware audio recording is possible (often criticised) but for me it's ok. If more is needed, multiple recordings are required (e.g. Intro, vers, chorus, bridges, and endings need a separate recording. Aligned in the project it can be endlessly long.... just bad for live recordings)
But Michael_G: You are of course right - this is the far end requirement which needs to work.