The Auto Thru feature for MIDI tracks is great.  I plug my keyboard in, set up piano, bass, and drum tracks, and then just need to click the track I'm currently interested in and I hear that audio -- awesome.  Creativity flows easily to whatever instrument I'm in the mood for.
 
I'm primarily a guitarist and have really started to love TH2/TH3 after spending enough time to learn how to tweak them to my preferences.  I plug my guitar in, set up clean rhythm, dirty rhythm, lead tracks (or whatever), and then have to click the Input Monitoring off on the currently monitoring track (which may be scrolled out of view) and then click the Input Monitoring on the track I want to be monitoring -- not awesome and totally cramps my creative style.  
 
My feature request is to add support for Auto Thru to audio tracks just like it works with MIDI tracks.  I'd be fine with a magic keyboard combo to enable this (ctrl+click the Input Monitoring button or whatever).  MIDI Auto Thru has me spoiled and I want this same great functionality with audio tracks.  It makes a lot of sense for something like amp simulator tracks where one physical instrument can logically correspond to different sounds on different tracks.  
 

Try "Preferences/Customization/Keyboard Shortcuts" and bind "Input Echo" to a keyboard combination to see if that does the trick for you.
 
Personally, I don't need what you request because I can quickly turn input echo on/off from the control surface. I wouldn't want any auto-input-echo because I mostly monitor directly on the interface (unless it is VSTi) and that would truly get into the way.
 
I have also disabled the auto echo for active MIDI tracks because it is more annoying than useful and has caused crashes by introducing MIDI loops on tracks which I would have never set to "input echo on" (MIDI control/FX tracks).