Confirmed still not working in 9.5.1. Such a shame. 
I might be kicking in open doors here but just as a tip you should always measure “ping” with a dry signal.
If you have any kind distortion or reverb or such there is a chance you might get a slightly off delay measurement because cubase is trying to measure a very short ping.
If ýou have a digital reverb unit for instance you should set it to 100% “dry” before you measure. That way you get both your D/A-A/D delay and the delay you get from the digital reverb unit itself (as an example).