The VST connections are stored in the Project and are not global.
The Active/Inactive states shown in Device settings reflect their states (i.e. if in use) depending on their usage in VST connections.
If you ever open a project without having the specific Hardware interface attached (typically can happen with USB interfaces), the VST connections in that project ‘could’ be lost and will need to be respecified.
(Always turn on the Interface before starting Cubase! 
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