typing the above just made me thinking and i just might found a workaround.
in the past, i have set my midi devices that i use as midi remote control devices to hide in the studio midi settings, so that they are not listed as my midi track in and ouputs to keep this section neat and tidy.
so i changed the visibility to on, on all of them
then i have created some new midi tracks in the project, for each of my remote control devices one dedicated midi track, and i routed the inputs of the midi track accordingly to each of the device.
(once this is setup, you can hide these midi tracks or move them somewhere in your project where they dont distract you)
and then i started testing by adding and removing midi devices like a crazy:
and then the unbelievable happend: the remote control seems to keep the connection alive 
please also try this on your system and share if you have similar results!