Sequencer recording only objects added in playmode

It seems imposible for me to correctly record the transform of objects in sequencer, if I don’t and them during Playmode.
Looks like adding objects to the sequence recorder before entering playmode makes the sequencer record another instance of those objects during gameplay. If moved during playmode (by physics or player control), the keyframes are not recorded for the object that was chosen beforehand. Actually no keyframes are recorded at all. Having the right options chosen in the sequence recorder doesn’t help.

This is in line with the Record Gameplay tutorial, which precises to first enter playmode and then add the character for recording.

For me it doesn’t really make sense, but then I am a total beginner.
Is this a workaround/bug/feature ?