This is more commentary or advice from an experienced software developer to his colleagues behind these solutions.
If you develop an application as a plug-in to another, the host application events have the highest priority in the hierarchy of all application events. If I use e.g. EZDrums as VST in my DAW and click the main Stop button then All! playback is stopped.
The alternative is to offer extra system settings that allow the user to change this otherwise accepted default behavior. Without extra settings, the host environment rules.