Back in the OG Tracker days 
.. i tended to export them one track at a time - just like you - into the DAW. Because sometimes i ran into issues with stem exports.
Nowadays i tend to connect the T+ or Mini to my iPad using AUM and multitrack all the channels to individual .wav’s for further processing.
Why not stem exporting? I don’t know. I just gotten used to this 
Why iPad? Purely out of convenience. It’s the fastest for me to setup and multitrack. I then transfer the files to my computer to continue working with them in the DAW.
If i was working on a Mac i guess i would connect to the Mac directly for multitracking,
But i’m on Windows and i don’t want to bring out VB-Matrix and setup an aggregate device all the time.
If you like the master effects though.. yeah then you are out of luck and need to still export track by track manually 