I’m a little surprised to find that the pianoroll and editor undo/redo histories are completely separate.
Changes made in the pianoroll (e.g. adding or editing notes) don’t show up in the Edit menu. However, they can still be undone with Ctrl+Z, at least until an editor undo operation is performed. At that point, the pianoroll undo history appears to be lost.
Is this intentional?
Checked on fresh (config wiped) 9.7 install, but noticed it at least in 9.5.
It is 110% intentional.
It is also 100% intentional that we do not save/restore pianoroll undo history. It exists for as long as a pianoroll is editing the same region(s), and no longer.
OK, that’s quite intentional. 
But you can still lose the pianoroll history in a middle of editing. It’s enough to click, for example, on a track header and then on the edited region in the main editor window. At that point, the history is gone, even though the pianoroll remains open. Isn’t that a bit inconvenient?
Maybe it’s just me, but I’d welcome a shared undo history between the inline editor and the pianoroll. That way, there would be no risk of losing anything.
There can be (almost) any number of pianoroll’s in existence at all times, one of them (possibly) apparently related to the editor, but others in their own windows or on the cue page. It makes no sense to me that these others would share editing history with the main editor, and I don’t want to do some sort of special case that allows a pianoroll to sometimes have its own history and sometimes not.
What we need to do, IMO, is to minimize the operations in the main editor that cause the bottom pane pianoroll to be reset.