Thank you for your answer.
A lot of MIDI controllers are doing that (Gordius Little GIant, RJM Music Mastermind, ...), and that's why currently I'm using one to control a M13, as the M13 didn't allow me to do a lot of these things. Simple things like activate a boost and start to record a loop at the same time (meaning with one click).
If we could program a little more the Helix, that would really be the perfect portable all-in-one solution. For now I will get rid of my MIDI controller, but it's only because of either your workaround with the MIDI cable, either I will use it connected to a PC with Bome Midi Translator, that will allow me some more complicated MIDI programming.
I understand the choices you have to made between simplicity and possibility. But as you seem to aim at the pro musicians, maybe a little more footswitch programming would be something to consider? You pitch the Helix as the center of our rig, but there's a lot of missing features for that. Just have a look at the Gordius Little Giant manual. THIS is a rig control center :) ... (EXP pedal reassignment, variables, timers, ...) (but it lacks scribbles)
Also, another question, I remember having read something on that, but I can't manage to find it again: I know you can send several MIDI messages on preset change, but what about footswitches? Can a click on a footswitch send several messages? If yes, great. If no:
1/ Is it something planned in the future?
2/ Your workaround doesn't work if you need to set several parameters at the same time with different values. I will have to connect it to a PC to program having one signal received and several sent back.