I'm sorry, this was my mistake as I did not notice we were in the Cubasis section, not Cubase. In Cubasis there is no option to edit sustain-data so far. In addition the app deals with sustain-data differently when you use the DAW to record. It translates sustain directly into note-length.
So unfortunately if you import GM-Files containing sustain information, it will be ignored.
We have this issue on our request-list.
Steinberg US Support