That sounds very annoying. I don’t have an actual cubase workaround for you but have you ever checked out AutoHotkey?
With it you can set it up so the arrow keys do nothing when the Mixer is frontmost, for example. It does much more too.
I use similar utilities on Mac to get around various annoyances and another member here uses AHK on Windows extensively. Use Quickeys/Keyboard Maestro/Autohotkey to enhance Cubase - Cubase - Steinberg Forums