Something, resampling like this could prove handy in a number of circumstances. I know I have used this type of internal resampling, and as others have suggested, with the help of Sound Flower.
This feature doesn't exist in Reason presently, not due to the software, but due to functionality on your audio interface.
Reason using an ASIO device communicated directly with the audio interfaces input stages for recording, and output stages for playing back. The ASIO driver type is quite superior for DAW software as Windows doesn't bog down the audio stream, causing inconvenient amounts of latency.
The software you have suggested is not using an ASIO driver, but an MME or DirectX driver. As it's using this driver type, all audio is passing through the Windows environment allowing the software to "tap off" the signal destined for the audio outputs. It cannot however function in duplex (audio input, and output simultaneously)
Implementing such a feature would require Reason to actively use multiple audio interfaces, via different driver types simultaneously. A very challenging proposition! This would have high CPU usage costs, and introduce issues with syncronization, and dealing with audio interaces that may operate at different sample rates.
As for other DAW's that can do this. Sequoia is the only DAW I'm aware of that can use two audio devices. Even then, the audio interface would need a loop-back feature to do what you're suggesting in Sequoia. I know mastering engineers who use two audio interfaces with Sequoia to do (almost) what you're doing (Less for sampling, more for sample-rate conversion and playing back through analogue equipment and capturing at a different sample-rate than the playback)
Some interface manufacturers have identified, and responded to the need for accomplishing what you're trying to do. Focusrite have this loopback feature in their Scarlet 8i6. RME have this feature in their devices with the TotalMix internal DSP. Metric Halo audio interfaces can loopback through their onboard mixer also. Lastly, many onboard cheap soundcards such as SoundBlasters have this ability (although it often isn't marketed, or identified as usable in this way). Perhaps you can trade in your Scarlett 2i2, and upgrade to the 8i6?
Depending on your computers internal audio interface, if you're a Windows user you may be able to accomplish this. Try switching your audio device to your internal soundcard. Check if one of the available inputs is called "Mixer" If it is... you're in luck. If not, you may have to do some more tinkering, or it may not be possible.
If you accomplish this, you'll probably find that it is equally as disruptive to workflow as using some virtual sound card software such as Jack or Soundflower. And that just wiring the analog out of your internal sound card to the inputs on your Scarlet 2i2 is the quickest and most fluid way of accomplishing what you're trying to do. And what's the worst thing that could happen if the audio get converted back to analogue for a few seconds? Especially when it will save you several minutes.
Hope you find this clears up why we don't see this in almost every DAW. And helpful to increase your productivity.