It still seems weird to me that no HW sequencers “support” SysEx - because almost all HW uses it. I usually see explanations like “the message stream is too dense” or “programming it is too complicated” - but you don’t need to know how to program SysEx (nor even understand the message format!) in order to transmit and receive it. Tons of HW synthesizers - especially before the millennium - used it to send their knob/slider data. A sequencer need only receive the message on record, and send it back on playback. That’s it. The nuts and bolts can be entirely invisible to the user. This is how you e.g. get a filter sweep recorded on synths that don’t have dedicated CCs.
The exception is where you need to do some system-level commands that aren’t sent by the HW in question. Of course then you’ll have to dive deeper. But, for the common use case - recording a knob/slider - still weird to me that HW sequencers don’t do it. All my software sequencers do it and I rely on this every day. Still haven’t seen a convincing explanation why HW sequencers avoid it…the density of the stream is inconsequential for an embedded system in 2020. (It’s a 40 year old spec!).