I believe this is true, but there are ways around it. One would be to highlight the track name of single midi(or instrument) track and go to File>Export and export selected tracks as a new session. That would give you a session with only 1 midi track so you could delete whatever you don't want and then export what's left. I know this sounds like a lot to do, but it probably can be done in less time than it took me to write this post