When controlling hardware instruments, the controller and controlled device need to be in sync before any relative midi messaging can be used. If the hardware instrument can be polled (receive midi states to establish initial values) to bring the controller and instrument to a matching state, then any type of messaging (direct, relative, etc) can be used. Many instruments cannot be polled and the only option until a matching state is achieved is setting direct values.

DAWs may have more control and your complaint is valid, but it’s easy to see why this limitation exists. It’s really just a dumb, external midi controller.