This is a really good question, so I don't know why there are downvotes. There are 2 scenarios: 1) you're trying to learn the notes and 2) you're trying to get it in shape for a performance. It sounds like this software is geared towards scenario 1 where you don't yet know the piece and want to learn it. Generally when learning the piece it's best to fix mistakes as they happen, otherwise your brain sort of subconsciously assumes that was what you intended. Once you have the piece down, then when you make a mistake you want to keep going and pretend it never happened because otherwise the rest of the band will leave you behind. (And for soloists, nobody wants to hear you go back and correct a mistake.)