This has been one of the few reservations I've had for using Kontakt. It feels like extra work to only be able to play or listen to the multi-rack instruments by having to lay them down on their on respective channels/tracks within a DAW. I'd like to be able to preview the sounds of the instruments on the fly. I know I formed this as a question, initially, but I've wondered if it had been a concern of other users so I guess it's more of a discussion at the same time.
For example: after I insert Alicia's Keys as the first instrument, and then decide to add Thrill as the next, audible preview/keyboard priority stays with Alicia's Keys, until I make the proper channel assignments between my DAW (Cakewalk, for example) and Kontakt. I hope this makes sense.