True! Also, if you are not able to afford Max/MSP, you can do basically the same stuff (although with a clunkier UI) with Puredata, which is a live coding 'graphical language' setup just like Max . In fact it is (or was idk) developed by the same author, Miller Puckette.

On Windows, you can use a package like loopMidi to create a virtual midi port which you can use to output the live generated midi data to any daw.