Or a plugin that fades ie UAD precision buss compressor.
Obviously something less expensive…
but this allows one to KEEP the midi, as I suspect that is what you want to do?
As an aside Cubase 6 has a neat thing 5 did not have. When selecting a group of midi notes, there are a few more velocity controls in the key editor… fade in, fade out, compress and expand. I believe you had to access this in a menu, but now it is very easy to ctrl/cmd A, use the handle at the top right and drag down all notes towards the right. Use in tandem with the compress control to achieve an even balanced fade. It is a lovely feature! 