Yeah I would because it would annoy me to no end if I had an issue getting my MIDI stuff working on stage and didn’t have it to help diagnose.
I’m a Windows person so Cantabile Performer is what I use. I love it. It can do anything you need it to do including host VSTs that you can trigger via your MIDI devices, which is particularly useful for soft synths. I used it for splitting my keyboards into multiple ranges, assigning samples that would be triggered, and controlling the routing of MIDI messages (i.e. my top keyboard would be used to play a particular patch on a specific MIDI channel on my lower keyboard, or my rack mounted synth, etc.).
It’s awesome enough that I stopped enhancing the software that I wrote to do 90% of that since it is easier to use and had more capabilities than my solution did.