This has been requested for years – Live record mod wheel PB data from external keyboard? – but MIDI modulation passthrough (pitchbend, modwheel, aftertouch, etc) is sorely needed. Polyphonic aftertouch support would be really sweet also.
Being able to command internal tracks with MIDI tracks without hardware loopback would also be helpful so that I can change the controller’s tracks on the DT with a simple knob twist.