I’d like it if there were Effects Chains for Plugin Instruments. (And, also, I might, in the future, like it if there were Modulation Sets for Plugin Instruments.)
I can imagining that when you have a VST plugin, you could assign an effect chain in the instrument for each available audio output that the plugin supports, however this kind of architecture gets confusing when you have to alias plugins in order to address other internal patches with midi channels. You definitely cannot assign two different effect chains to the same output (one in the master VST instrument and one to its Alias in the Alias instrument). So this would either have to mean that the effect chain would have to be duplicated and synchronized with every change to either master instrument or alias (depending on which instrument you are altering its output chain) to prevent people from attempting creating two different chains, this however still only creates more confusion and non-bug reports.