“Well quantized” are important words in Fratveno’s answer. IF you have a swing rhythm in Cubase (especially if it was played “live”) you might be better to quantise it to “straight” and then use the swing playback option in Dorico 2.1, which does more than just “triplet swing” (i.e. 12/8 to 4/4).
If you go down the Cubase score editor and MusicXML route, you are guaranteed that the quantization you see in the Cubase score will be identical in Dorico. That might save you having to fix the rhythm in Dorico if the MIDI data from Cubase wasn’t quantized well enough for Dorico to work out to notate it.
Another issue with MIDI is that splitting the notes between the staves of keyboard parts usually needs some work to clean up the notation. Again, if you get that sorted out in Cubase score editor, MusicXML will transfer it correctly.