Yes of course you could use a vst once you have recorded your performance (though that's what I do).But it's ok if you want an FX like distortion or EQ.When you need a delay or a reverb or any time related FX,it's not easy because those FXs chage drastically your sound.
It's not easy to know what will be your tail if you don't use the FX when recording.

Yes a good solution would be a rack of external FXs.But money,money....

 

@ Blue,

you should know that "permanent" recording of an FX isn't a good idea while composing, as you might discover later that it will not sit right in the mix with all the tracks, especially for reverbs.

 

Yes I know.It's better to record the synth dry,and on a separate track the wet signal.That's what I do anyway,when I can.