Unfortunately some DAWs can only handle SysEx messages correctly when using an external Midi port. Maybe it's because SysEx support was introduced relatively late in VSTi world (VST 2.3 or 2.4?) so even big name hosts like Cakewalk has problem with SysEx handling in case of VSTi plugins.
Reinforcing this, the not so long ago released Roland SC-VA plugin that requires heavy SysEx message support for all its features to work mention in its documentation the tested hosts that work perfectly with the plugin, and the list is unfortunately not too long:
The following host applications (DAW) have been verified to work properly with the plug-in version SOUND Canvas VA Ver.1.0.0.
[Windows]
Windows® 7 SP1/Windows® 8/Windows® 8.1/Windows® 10
- Steinberg Cubase 8 Series (32-bit Edition/64-bit Edition)
- Steinberg Cubase 7 Series (32-bit Edition/64-bit Edition)
Due to host application specifications, system exclusive messages cannot be sent from tracks to SOUND Canvas VA in the following hosts.
[Windows]
Windows® 7 SP1/Windows® 8/Windows® 8.1/Windows® 10
- Cakewalk SONAR PLATINUM/Professional/Artist(32-bit Edition/64-bit Edition)
- Ableton Live9 (32-bit Edition/64-bit Edition)
- Ableton Live9 Lite (32-bit Edition)
- Presonus Studio One 3 Professional (32-bit Edition/64-bit Edition)
I can say that Mulab, Tracktion, Podium and Reaper can be added to the list of incapable DAWs.