I'm not sure that I'm talking about MIDI Thru.

I understand that I'd potentially see note duplication, stuck notes, etc if Thru was enabled.

I've used Cakewalk Home Studio for years and got used to the ability to:
- create a midi track
- select what midi channel the track would output to
- select the track and be able to play notes on the keyboard and hear the notes played on whatever was configured to receive midi data on that channel, be it one of my three hardware synths or a soft synth on the laptop.

Maybe that is MIDI Thru behavior, but if so, it was enabled on a channel by channel basis, as the individual tracks were selected.

Such behavior is required for any MIDI enabled DAW, I should think. After all, you need to be able to hear the notes that are being played on the keyboard (at least, I do) as you are recording them.

The documentation Wiki for Reaper indicates that the process should be easy. I follow the steps and no joy.

What an oddment. I'll pursue this a while longer...