Hello,
After talking to the developers I got the information that this behaviour is by design. Cubasis transmits MIDI thru data without modifying it. It doesn’t recognise anything or filter any events. You could even transmit SysEx data over Cubasis to other devices/apps.
To change the behaviour (i.e. being able to filter events or change channels before transmitting them) we would need to do a big refactoring of our MIDI code.
I had added this to our feature request list.