As the title says, when you select All Midi Inputs in a Midi or Instrument track the midi coming from any VST System Link (VSL) midi, VSL - In 1-16 are not included.
So in my case where I want to play an instrument with a local usb keyboard but send keyswitches via program change from VSL midi it cant be done.
A workaround could be that for every midi track I need PC expression map control from VSL I could duplicate the midi track, set the input to VSL In, set to record/monitor in addition to the main midi track for that channel - but that is a very cumbersome solution and would have to be done for every midi channel on every midi track.
Currently VST System Link midi is not fully functional.