It's possible to assign effects at an instrument level, which means when you save an instrument preset those effects are there. But not possible to do this with controllers yet. Yeah you can do an LFO to drive volume/cutoff/res within an instrument, but it's not the same.

So yeah, instrument level controllers would be a nice touch. I'd like to have an LFO that cycles through the waveforms on a 3XO or controlling something like a phaser on an instrument level effect, and actually be associated with the instrument and saved as part of an instrument's preset.