I recently bought a H9 Max to make my Prophet-6 (and my NS3) sound even more cool! 

Ive tried to google the case, but as far as I can see there is no midi learn feature in the app? It would be nice to be able to control fx the size of the room with a knob on my Prophet-6 or NS3.

Are there any way to do it, or am I forced to use the iPad/iPhone or the wheel on the H9? 🙂

You can map any parameter or the Ribbon/Expression/Macro whatever you call it to a MIDI CC message. You just need to figure out what MIDI CC meesage that knobs sends, and map that CC message.