I've come here looking for the exact same feature.
I have Program Changes and CCs for guitar effects units in a track in my DAW. What I'm wanting to do is be able to export both the audio stems for import into ST3 (can do) AND export the MIDI track containing the guitar effects unit PC and CC events (e.g. format 0 MIDI file) and have ST3 be able to import it and convert into the method it uses for playing back MIDI Send commands with a song (i.e. commands embeded in the lyric sheet).
Obviously, I'm lucky in that I'm probably only dealing with 10-20 MIDI commands per song so I can manually enter them into ST3 lyrics page for each song OR I could just get my guitarist to plug in his unit and do a live run against the song once and have ST3 learn it (and then manually tweak as needed).
But it would be nice and I don't think overly difficult for ST3 to have an a format 0 MIDI file import and conversion capability.
Is there any chance this is on the roadmap for a future release?