My question is, so far this cannot be fixed, right?
Not really, unless the sim would be updated to include programmatically-created Simobjects during replay, which would be very complex to do, since the sim would need to record every command sent by apps from Simconnect.
However, while years ago this would be only a problem with our sceneries, nowadays many developers use programmatically-created Simobjects to create sceneries (every scenery using SODE, for example) so, the issue is now shared by several other sceneries, so the best solution it's find alternative ways to record a reply.
I believe FS Recorder used to work, but it hasn't been updated for P3D V4. There's a new program out there, called Flight Control Replay, but I can't say if it's able to record Simobjects too.