I am wondering which method you use to create notes ..
Maybe a workaround for you although i don't see this as a workaround but just a great
way of creating notes for myself:
In Mouse Modifiers there is an action that i use for creating notes with the ability to preview them first in the set key/scale in Keysnap:
https://i.imgur.com/EdLCS6G.png
I think this "left mouse drag" action is even setup bij default in Reaper.
So workflow:
Leftmouse click somewhere in MIDI editor where you want a note to be created.
Don't let go of the left mouse button.
Now, drag up/down with mouse.
You will hear previews of only the notes that belong to the set key/scale in Keysnap.
When you hear the note pitch you want, let go of the left mouse button.
A note will be created with that last heard/previewed pitch.
You can even mouse drag to the right when you "landed" on the note pitch you want, to lengthen the "to be created" note, before letting go of left mouse button.
Hope this helps !
Warm Regards.