I definitely add FX and mix in RME TotalMix while capturing recordings using RME DigiCheck. Heck I massively mix the band turning things on and off all night. It's purpose built for it and works great imho.
 
So, when I'm just capturing a performance where I'm sending to monitors and mains, this is a great tool and enables me to add and subtract FX all night long without a hiccup.
 
In Sonar, when maybe I'm playing along to pre-recorded tracks or practicing a guitar part 500 times, hitting stop is not an issue for me. I obviously had never noticed that I can't add FX while recording in Sonar. Usually when I'm recording in Sonar my hands are full of guitar.
 
So, I can imagine starting some loop to practice for an hour and when I take a break letting the loop keep playing and me reaching over and dragging some FX from the browser into the PC or adding new PC Modules. Not having to hit stop would be a nice feature. And you could mildly increase the timing of the output maybe without impacting the incoming recording... right? and maybe crossfade the new and old signals together so the user doesn't suffer more than necessary? Now, if you add a heavy convolution reverb, you get what you deserve. X4? Isn't that supposed to come out this week?