It's all in the title "Capture last take as recording".
A take is a recording.
So if you don't hit the rec button it doesn't record.
If you're afraid to loose any little tiny magic bits of would-be-genious music, you can still record all of the time and then Undo.
The other solution is to learn how to play whatever you play
This is true, but the feature is there in a lot of other DAWs, and it comes in handy. Also, when you're "jamming out ideas," workflow is essential. Ableton is pretty much built around that mentality, and it's that approach that has made the program so great (and unique). Any feature that can empower the way you sketch down and record your ideas is powerful. If you could turn it on/off in the preferences, it's a win-win.