Being able to control the recording toggle midi mapped parameters is a result of this discussion:
http://tutorials.renoise.com/wiki/MIDI_Mapping
Record MIDI mapped parameters to automation: When enabled, any parameter changes you make with the MIDI controller will be recorded into either the Pattern Editor or Automation Editor. This only applies when Edit Mode is enabled.
The pitchbend may fall outside of this scope (because it doesn’t send CC messages), but the modwheel should be controllable the way you desire without having to deselect the checkbox in the MIDI preferences…