That's a good question. I've never thought about immediate transcription as I write my scores into Crescendo and then export them as midi if needed.
If I wanted transcription from a MIDI controller I'd use a DAW for that tbh.
I use Logic on a Mac so it can record my MIDI as piano roll and the software also transcribes that as notes. I can edit both in my DAW. I could then export that as a MIDI file and import it into Crescendo. The reason I don't do that is that I want sheet music and I'm learning to compose so it's much easier to use Crescendo for me and if necessary export Crescendo as MIDI into my DAW so I can add real instruments to it.
If you haven't got a Mac or Logic then there's going to be a DAW you can use and some of them are free. I'm sure they will have similar functionalities.
Sorry that I didn't give you a direct solution to your question, but this is a workaround.
Love life, and enjoy making music,
Mark