The programming is literally: wait for a MIDI message, echo that message back.
Half of that code is already implemented since the AFX already listens for MIDI messages.
There would be a small amount of human interface code to let the user specify what channel the feedback occurred on.
I believe this qualifies as lightweight, and I must point out that a polite response by you would involve considering the problem at hand, asking questions if it wasn't clear, and then rendering judgement. You chose an immediate snide putdown instead, and I do believe that qualifies as rude.
Regardless of that mini-thrash, I hope Fractal will consider implementing the feature. It enables a whole new level of live control options for the Axe-FX and would be a wonderful feature.
I now return you to your previously scheduled rig porn.