Maybe the JP is set on the wrong MIDI channel? If you don't change it manually, a Cubase MIDI track will by default transmit on channel 1. So, if the JP is on 2 thru 16, it won't play.
In the old days of hardware synths, I would assign a dedicated MIDI channel to each device and never change it. Yes, of course, multi-timbral synths complicated that a bit, but it was still doable, given some flexibility.
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