yeah surprised me initially too,
however, the ‘issue’ is tracks are a particular length, but often your Euclidean sequences are of different lengths (or use different signatures) , that’s part of the fun so its kind of makes sense that that they are on different tracks.
any how, that is how it is for now… perhaps it might change of OS 3, but we don’t have any details yet.
btw, its not too bad to setup, as you can copy n paste tracks, so retaining setup info.
to keep things organised, you could use one bank for your drums using the Euclidean step.
another thing, i found out and useful, is whilst Euclidian is exclusive to notes modes, you can still have effects and cc modulations… which is fun too.