I often play my MIDI keyboard to test out variations of a composition. Once I have something I like, I enter the passage with the keyboard. In MuseScore, the MIDI keyboard takes on the sound of whatever instrument is selected (or was last selected), but note entry occurs only by explicitly turning on note entry. In Sibelius, I have to remember to hit ESC each time I test out a part. If I forget, notes get entered into the score.
My proposal is simple: provide a preference that prevents MIDI note entry from automatically turning on note entry mode. If note entry mode is enabled ('N'), then then MIDI keyboard would still input notes. If it's disabled, the MIDI keyboard produces sound, but no notes are entered (just as if ESC had been pressed).