I thought 2 seconds was about the maximum lag for normal loads on the HX6 and if you use custom scripts you could set both auto load next song and auto start on songs? You could always put more than one song in the sequencer?

The problem with midis is the sounds are not as good, especially from a laptop sound card or even a normal gs or xg soft synth, in my opinion. You could save nx midis and thus utilise the 6k voices if the midi setup is done properly. Panel memories are technics proprietary features and have no equivalence in midi files.