No recording in play chain mode?

I have created five patterns where only the melody track differs a little and the bassline changes. My idea was to let them loop in play chain mode and overdub the melody, to improvise on it. For that, I select the melody channel, play on my midi keyboard in Live Recording mode, the notes I input are shown … but the next time around, they are gone. What am I doing wrong?

Sooo … is that a bug or a feature?

Just wanted to say thank you for fixing it in 1.5 - this was really getting on my nerves and ruined the flow.