Program Change Messages not sent in Song Mode

I’m classifying this as a bug, but you may see this as a feature request so here goes:
When in Pattern mode, I can set the MIDI Din jack out to send Program Change Messages (using the “Pattern Chg Out” option). No problem, and it seems to work fine enough.
The problem is that when in Song mode, these Program Change Messages are not sent, which is not what I would expect.

I’ve mentioned I’m using MIDI Din jack out, just in case this does in fact work on the other outputs, but just not the MIDI out.