In the manual for my MX-500 they refer to this as "punch through", which I always found to be a bit odd. Often it's referred to as "volume lock" or "channel lock" so that the respective buttons are locked to one device, such as the receiver for volume controls, and the DVR for channel controls.

I've always liked how I'm in charge of everything in terms of configuration AND custom functionality of the remote, and that once you've learned how, you can make significant modifications quickly and easily.

RF would be nice though. It was way too expensive at the time that I bought the MX-500 for $200.