Possibly jumping ship...
I find it frustrating too. I have been gradually collecting external MIDI gear over the last couple of years and would love to be able to use the Reason interface to create CC automation lanes and sink them to an external MIDI channel. The RPG-8 would be awesome feeding my Juno-106 as well (it doesn't have a built-in arpeggiator, and many synths do not possess the random mode or anywhere near as much flexibility as the Propellerhead unit anyway).
I have tried slaving Reason to GarageBand and using MidiO to push note data to my Juno, but you seem to lose the ability to record audio into Reason when it is a ReWire slave, and it's a huge inconvenience to have to bounce tracks out of GarageBand and re-import them into Reason in the right place.
I have seen basic/limited demonstrations of MIDI out using hacked versions of the Propellerhead rack devices, so it seems to be tantalisingly close, but we have no indication that the feature will ever be added officially.
I don't want to have to spend £200 on something like Logic Pro only for Propellerhead to add MIDI in the next version of Reason, so I am holding off until I know what the feature list is. If they don't add it, I will seriously consider jumping ship to something like Ableton Live. I have been using Reason since version 2.0 (and have owned a licence for every version since 3.0), and love the workflow to bits, but it doesn't fit well into a "real" studio. Rack extension emulations of classic kit (PolySix, FM7 etc.) are great, but I love owning and using the old physical kit, and Propellerhead could make my musical adventures so much more fluid and spontaneous by adding MIDI out.