Just to note, this is an important oversight in REAPER. When dealing with lots of virtual instruments, you usually want to separate their MIDI input and audio output to separate tracks.
This is one of those small bugs that makes me rethink if should continue using REAPER since it seems a lot of it's features get broken when you want to use it for composition. For example:
http://forum.cockos.com/project.php?issueid=5475
http://forum.cockos.com/project.php?issueid=5476
I beg the REAPER devs...please don't ignore these bug reports, they may feel insignificant to you, but this and those 2 bug reports create big problems with big orchestral templates that have more than hundred tracks.