Yes, I have sometimes wished for this too (or at least, an “alternative” way of recording via Quick Controls).
But the current way of working does in fact make the most sense, inasmuch as the MIDI source that is controlling the QC slots (as set in Device Setup>Quick Controls) is not necessarily the same source as the MIDI Input to the currently-active track (for example, here, I normally use my ELKA MK88 master keyboard for recording, but my Quick Controls panel is controlled by my Korg NanoKontrol. I’d have to set the Input on the MIDI track to “All MIDI Inputs”, in order to get the NanoKontrol to be seen also as input to the actual MIDI track).
Anyways, apart from that, yes it would be cool to be able to record the MIDI source that is controlling the QC slots (even if that meant having to record it on its own MIDI track), rather than just writing the resulting automated parameters. This would, furthermore, allow us to edit that “source track” before, eventually, write-enabling the resulting parameters.