I never use 3.5.1 with “Play notes during note input and selection” turned on, but after checking this I can confirm, if inputting with the computer keyboard Dorico always sounds the last note that was input whenever you hit the next note you want to input. Not sure if this is new behavior or not but it certainly doesn’t seem desirable.
I generally want the auditory feedback before hitting the duration to make sure I have the correct note selected. As I am always using a MIDI keyboard and just want to hear a piano sound whenever I touch it, I leave that setting off, leave Enable MIDI Thru off, and either have another standalone VST running with a piano loaded, or switch my speakers to the sound output from my MIDI keyboard. I would imagine it would be useful to be able to replicate that sort of workflow with computer keyboard input too. Hit any note, hear a piano (or the staff sound if desired) play the pitch before input, then press the duration to input it. Confirming the pitch before input seems more valuable to me anyway than confirmation of the note after input. Again, I’m not sure if this changed or not, but if that’s what you are asking for Raz, I agree that it seems more beneficial for the user.