Ah, the Origin, you're right! I forgot (I have one myself), so I have to take that back, I have encountered a synth with that functionality, even though I've not used that feature
So yes, as mentioned, it's possible, also for the MnF, but it's not something that is common in synths. It's a useful feature though. Perhaps submit it as a feature request?
Edit: the feature being an option for soft MIDI through at the Out port, just like the MicroFreak has:
"Thru [Off, On] When "On", MIDI In data is echoed to the MIDI Out." (from the MicroFreak manual)