Something like this maybe?
uint8_t otherNotesPlaying = 0;
bool note62playing = false;
void MyHandleNoteOn(byte channel, byte pitch, byte velocity) {
if(pitch == 62)
note62playing = true;
else
otherNotesPlaying++;
if (note62playing && otherNotesPlaying == 0)
MIDI.sendPitchBend(-2949,channel);
else
MIDI.sendPitchBend(0,channel);
}
void MyHandleNoteOff(byte channel, byte pitch, byte velocity) {
if(pitch == 62)
note62playing = false;
else
otherNotesPlaying--;
if (note62playing && otherNotesPlaying == 0)
MIDI.sendPitchBend(-2949,channel);
else
MIDI.sendPitchBend(0,channel);
}