I didn’t say that it was a latency issue, I said that using a driver different than the dedicated ASIO one for your Focusrite could lead to this. What I don’t get, as the Focusrite doesn’t seem to have MIDI features, is where your MIDI/USB cable is connected on your DAW and how it is setup in Cubase.
But indeed, if there is no incoming MIDI data recognized in Cubase and if you are sure that the MIDI/USB cable is correctly set up, then something is missing in your piano settings, which prevents him from sending the MIDI relevent messages.
Sorry to not be more helpful than that…