Because you can't route midi thru USB? Have you tried a M-Audio Uno 1x1 USB MIDI Interface?
I tried a few dongles previously, including the M-Audio one, with mixed results at best, I’ve had some reliability and delay issues. The way I use MIDI with Axe-FX, I need precise timing and reliability.
I actually have MIDI ports in my rack, but I need them for something else. Adding a dongle, even if there was one that worked perfectly, requires another powered USB port, those are in short supply, or require connection via a hub, which adds problems.
And then no, this isn’t the only problem I have. A much worse one is that Axe-FX III changed the way looper is controlled via MIDI (playback command is now a toggle, and that makes it completely unusable for my purposes). I could probably figure something out with just one of these issues, but two make it too much of a hassle.