Hi!
I've never used A37 but I've used many other Roland controllers and workstations. As far as I know they have no default capabilities of editing sysex parameters of external MIDI devices. However if you plan to use an A37 as a master controller for your computer based setup it isn't really important. Most hardware synths are well supported by third party editing programs that allow to edit all the parameters of your hardware synths right from the screen of your computer.

If you plan to use an A37 with software synths and instruments being able to control sysex parameters like LFO rate etc won't be a problem. The only thing that you wil need an A37 for is MIDI note on/off andd may be a few controler messages like modulation, hold, expression pitch bend and aftertouch.

Again with the computer you won't really need to worry about having to adjust sysex parameters using external MIDI devises.

Yes, it will be wise to buy an A37 if you think that it has a good enough keyboard feel and so on. The rest will be up to your computer.

-ED_