Question is basically in the title. I've yet to find an actual reason for this. I can understand that Live may not use it natively, but I cannot understand why it is filtered or blocked.
As someone who is coming back to Live after years building up a hardware studio, it's more than a little maddening to have a room full of gear that would benefit from some parameter control via Push 2, yet unable to do so because Ableton Live actively prevents the data transmission. There's 20+ years of electronic musical instruments that could have new life thanks to Live/M4L/Push, but there's no joy to be had. I see Live gaining a lot more popularity with hardware enthusiasts, so maybe this can be changed in the future?
Anyhow, just hoping someone can shed some light on the actual reasons WHY this is not possible yet. Thanks.
OK - I too suffer the same issue with Live and have been bleating on about this essential missing element of this sequencer for years. For whatever reason it either doesn't appear to be a high priority (that's purely speculation on my part) or perhaps requires a substantial amount of development which will appeal to a minority of the user base.
The nice solution is http://www.ctrlr.org
With CTRLR YOU can build your own sophisticated SysEx editors and configure the CTRLR plugin to communicate directly with your hardware MIDI ports (very important: DISABLE Live's ability to communicate to these same ports in Live's Preferences). Live just thinks it's talking to a software synth which is mint since things like total recall of your synth parameters is possible from your DAW projects, clip automation (and of course tweaking from PUSH!!!) and Freeze.
Once you have a Panel loaded into a CTRLR instance, have configured MIDI output port/channel and Thru options (in CTRLR) and have succeeded in getting it to send SysEx to a hardware synth then there's a next step you can do to make your life super easy when working with hardware synths and Live. After the CTRLR instance, Insert an External Audio Effect object in the chain and configure it to bring in the audio stream from the port you have your synth connected to. Next, use Live's function to group this structure as an Instrument Rack, name the rack, then drag it into your user library ... Bang - any time you wish to use the synth, just drag and drop the Instrument Rack preset from your user library and it will also recall the MIDI Port/Channel and the Audio Input to which your synth is connected to. The nicest part about this is you no longer have to keep a mental note of your assignments and your hardware synths become as fluid to use as software plugins. For a big complex set up like mine, this is truly awesome.
The community has been building a large array of editors (of varying quality).
Check out my contributions to the community if you want to see what's possible.
For now, I no longer have a need for Ableton to add SysEx support into Live since CTRLR is free, flexible, crossplatform and is a solution that will work in any VST or AU host (64 bit and 32 bit capable) and I've totally fallen in love with both the MKS80 and ESQ-1 ... In fact, my MKS80 is easily the most used synth in my rig (and have a, erm, plenty of hardware synths).
Hope this solution helps!