An all to likely possibility! 
And certainly not the first and inevitably not for the last time.
I’ll try to watch it a couple of more times, too.
However, nothing can convince me that recording midi while playing along with what you hear through Cubase, will not have PDC effect the placement of the recorded midi data … exactly as changes in overall latency does.
Otherwise, why would all who have looked discover that lower latency improves recorded midi timing?
And, early placement of the recorded midi notes is exactly what I am predicting, no?
Como