Hello,
Unfortunately we can’t change the behaviour of the undo function anytime soon because when tapping undo, Cubasis actually loads an old state (a backup) of the whole project. This can’t be done during playback.
Improving (or recoding) the undo system to only perform one action instead of loading an old version of the project file will take many months as we would need to recode everything from scratch. We have this on our feature request list, however due to other high priority tasks (automation, tempo track, time-stretch, etc.) the undo behaviour won’t be changed in near or mid-term.