When in perform mode, red transpose buttons should also change the notes in MIDI tracks.
If you are using external synths, you would want all pitched sounds to modulate, whether they are samples or coming from midi, otherwise you will have notes out of tune with each other. This makes the MIDI tracks lose their potential, and perform mode modulation pads not useful.
All pitched sounds, whether internal samples or coming from external midi devices, should be pitched together. The ability to use midi notes while modulating tracks in perform mode. (Tracks would be organized so that sample based and midi tracks that are melodic/pitched would share the same track lane, while percussions would share different lanes) so you can select them both using one ‘select’ button.
Workaround one: don’t use midi for pitched notes.
Workaround two: don’t use perform mode if you have midi notes.
The Play is unique as far as I know in its treatment of sample based playback, robust midi sequencing implementation, while offering a live ‘perform’ mode with on the fly modulations. It would be a shame if these various aspects of the device didn’t work completely in tandem to each other.