It would be lovely if the sequencer and even the arpeggiator were able to send the notes they spew forth to the DAW so the intricate patterns can thus be recorded (for posterity) and used by other programs... like Diva, or lil' Zebralette.
Changing the sound is perhaps embarassing, but I (for one) often just don't know how things are going to wind up in my crummy tunes.
As other contributors have indicated, even patch changes with in a sequence would be useful.
I've never been a fan of on board sequencers, the power of your sequenced, multi-stage filters is worth it, but compositional flexibly is generally ideal wherever possible in electronic music.
Or so I've heard

