You can actually.
On input of one instrument track you can select midi out from other instruments - saying midi out on…
So no extra midi track is needed.
But be aware most midi instruments provide midi outputs, without having a connection to it.
Seems to be there in developer stuff, and they forget about it.
Anyway, Cubase implementation is made for recording midi output from arpeggiators etc but can be used for layering as well.