The intent I believe is that velocity can be set by the encoder as the default so it applies to every note entered in step mode, making it quick and consistent. Personally, I prefer it that way but that's because of the genre of music I make. My beef with the current approach is that the encoder only changes the default when outside of step edit which seems counter-intuitive.
That said, I agree it absolutely should be an option to record velocity based on what was played in both live and step record.