As @guyaguy mentions, recording in your sequences in C is definitely the easiest way, though if you come up with something in a different key, there is a fairly easy way to record it in your original key and then adjust to your key sig.
It would probably be fairly easy for Seq to implement a solution where whatever the first/lowest note played into the sequence becomes the root, but the complexity of the issue is that the first/lowest note played in a sequence is not always the root/tonic note of your intended sequence. Sometimes you want your sequence to start on the P5, or other interval - or if you play an inverted chord as first input... so this type of approach would generate some additional confusion, as then you couldn't even just go with the "always use C" method for playing in your intended key sig.
The workaround for altering the key sig of the sequencer after you record a sequence in, is holding down Track Select and turning the 2nd Soft Encoder, until you get to C... Actually, if the first note is not the tonic, you have to determine how many steps away the tonic is from C, and lower it by that value. But if you do this, then you can make it so your sequence recorded in G plays back in key when you hit a G note on the keybed. So, yeah, if you record in a seq in a G key sig, starting on G note, then its just a matter of holding track select, and turning the 2nd encoder from G down to C.
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The best case scenario would be for some intelligent key signature recognition based on notes entered in sequencer... it's not a trivial programming task, but it certainly can be done.
I recently programmed this type of logic for an Arduino/C device... my implementation watches two windows: of most recent chord played, plus a window/array of the last 32 notes played, and determines root/tonic and key signature based on a combination of the two... and it weighs the lowest played bass note in the algorithm. This type of approach would be great for Sequential to develop into its IP... not only for this type of sequencer automation, but it also opens up the window to do some really advanced stuff with modulation and effects. If the synth engine knows what you are currently playing, and has context for the overall key signature of your composition, you can implement intelligent harmonization effects for chords or solos, modulations targeting different keys with different values (ie: the root/tonic, P5 or other intervals may get higher values, while dissonant A4 or m2 can get lesser output values), or you can achieve dynamic accompaniment or droning a root oscillator as you play. The possibilities are very interesting for sound design / modulation purposes... and especially so, if combined in a mod matrix with transforms layer between the source and dest.