This wouldn't even just have uses as a teaching tool either, it would be great for begginers and experienced musicians alike. If they highlighted not only the keys, but the piano roll lanes too that would make an enormous difference, they could also possibly have special highlights for root note, 3rd, 5th etc. It's easy to get lost in the piano roll, I often find myself a little confused about where abouts I am in the scale.
Would also be good if you could have reactive highlighting, i.e. if you press some keys on the keyboard, those notes will remain highlighted throughout the piano roll after you release them, and you could then also select an option to extend the chord across all octaves.
AutoArp is a pretty good example of what can be accomplished with this, lots of chords and special scales to select from, if they could integrate this kind of functionality into the sequencer that would be incredible.