It's cute that BOSS/Roland provide that feature for you, but it will never touch a dedicated audio interface that can support real recording situations. I have helped a few people get set up with interfaces like that, and besides the poor audio quality, you can't ever get your latency low enough to play in real time through your computer.
I have used my ultralite and mainstage on my macbook for many a hit and run session before i got my 5lb BX500 head. I could run reliably at 32ms or less (if I ran through the laptop or not), look into the introductory MOTU offerings like the Audio Express
. The Cue Mix FX software is actually just an easier way of accessing the internal compressors, EQ's and bus mixers, I encourage you to check them out.
I cannot remark on the virtues of the ME-25 as an effects pedal, but if it is anything like it's big brother, then it would serve well for live situations. I have the last model BOSS GT-8 for guitar, and I will tell you that the effects do not translate well for a bass (excellent on guitar though).