I would strongly recommend adding the ability to play back through a MIDI device. For me, I can get quite attached to the particular piano sounds on different devices I have, and being able to hear my playing exactly as I heard it when I played it is great. This is also, in some cases, the only way to make use of a keyboard/piano's built-in speakers.

This would also possibly widen the market for the product a little. Playing non-piano instrument sounds, even very technical synthy stuff, on a keyboard should “just work” assuming that all outgoing MIDI data like Program Changes and Control Changes are recorded and replayed. The further you get away from pure piano, the less likely the result will sound right on anything other than the original keyboard/piano.

Incidentally I'm curious if SysEx are recorded. Sometimes those are also used. For example some of the effect controls on certain Yamaha products use SysEx for historical reasons.

If you do add playback over MIDI you may want to familiarise yourself with some of the “reset” mechanisms to avoid hanging notes and other such problems, and make the app send them at appropriate moments. All Notes Off, All Sounds Off and Reset All Controllers are particularly useful “special” Control Changes.