my solution sounds similar,this is what I did: Make a note of the files to be removed when they appear on opening Cubase.(I found 10)Create a new folder on the desktop - ‘HS Presets’, for example.Press Windows logo key+R and type %AppData%,which should show you a list in Roaming.From the list click on Steinberg - Content - Halion- VST Sound. In the VST Sound list, click on the ‘HS’ files you need to remove,one at a time.(DONT copy or delete), move them to the folder created on the desktop.(I reduced window size so I could see VST Sound folder and the ‘HS Presets’ folder I created earlier on the desktop) This way you can check you have moved them to new folder.
Start Cubase,each file will appear with options as follows: Cancel-Ignore-Remove.As each file appears,click on Remove.
In Cubase open a project and activate Halion, a further message will appear for the files - remove them.Close Cubase.
When you restart Cubase the program should open normally and no further messages! I have opened Cubase a number of times without further issues.
NOTE: I have not deleted the HS presets folder I created yet,but everything seems to be running normally after months of this problem.
ASUS AIO desktop - Win 10 - Cubase Artist 9.5.41 update