Layering VSTs and putting effects directly into an XRNI is something I’ve wanted for a long time, so I’ll give my +1 here. Also, I think this feature makes even more sense now with the introduction of pattrns, which allows for all kinds of routings, delays, transposing etc. It would be super powerful for building complex instruments and re-using them between projects, which is currently where this stuff gets tricky.
It would also allow for some of the things I mention in this post: