No, you cannot enter a chord step by step like you normally would. You can enter multiple notes in Poly Step mode, but one by one thus building up a chord. It's totally unusable that way though, or at least too cumbersome to be useful. It doesn't affect me as I rarely use step sequence for anything, and never for note information. Very rarely for drums, but I prefer to play my drums in read time, and us the note repeat if I want something rigidly quantized like a 4x4 kick or hats on the 1/16ths, etc.
Otherwise I record my drums playing the pads, or my pad controller/midi keyboard, so it's something I don't personally need or miss. Of course, since this machine is supposed to be a stand alone DAW-like workstation, they should add it as it's a very normal and seemingly simple workflow that many do use.