Save Midi Instrument Settings In Songs.

Would be great to be able to save all the settings to an instrument along with the song.
If I’m not misstaken that is possible in e.g. Cubase/Logic/etc. through a sysex-dump/save or whatever it is called.
Reason is that if you change a bunch of parameters it would be great to be able to save that in the song instead of storing those in the synth.