Thank you very much for your input!
I tried every relative mode in the Novation, but none of them seem to work with Cubase. One is only transmitting the values 63 and 65, the other one is incrementing and decrementing in steps of 65, which means there are actually just 3 values I can reach. The closest I can get is with a mode called “apot”, which does work as expected when incrementing, but when decrementing only the values 63 and 0 are possible… 
I couldn’t believe that there is no mode which only sends steps of 1, so I tried my Behringer BCN44 and it works!! It also has three relative modes, of which the first works as expected, the other two behave the same as the ones on the Novation.
Seems like I am stuck with using the absolute mode with the Novation…