Step input from MIDI keyboard?

Not sure what you have in mind. Advancing by a fixed step seems very static to me. You could use the Scaleboard for that. 

I usually record the rhythm of a line first, then go and nudge the symbols up/down to flesh out a melodic movement. This is the most intuitive way to get a rhythm from your head into Synfire.

Not sure what you have in mind.

Probably a step input feature like you have it on any notation editor and most Daw's. Yes, much needed. Painting in the editor can be quite a pain.

The step editor input could be with a real keyboard which is more musical and easier ?

:-)

There could be two different modes: A Figure input mode and an absolute pitch input mode. 

With the Figure input mode the white keys of the keyboard would be mapped to the lines in the phrase editor. The black keys would create symbols with accidentals. 

With the absolute pitch mode the keyboard would be used normally and create only absolute pitch symbols. Figure segments should be grouped automatically. A new segment would start by a special command.

For the step input method itself there exist several concepts. I suggest to take a look at Finale's Speedy Entry method.