There are a lot of parts you can do wrong!

1.Programmsettings in Cubase (MIDI-Section Files/Filters)
2.MIDI-Section on the top bar: CC-Automatisation
3.Export-Options (setted during export)
4.It always better work if you make the CCs in automation-track (not enclosed in MIDI-Track) -> look at 2.
5. In some cases commands are ignored if they start at the very beginning of the midi-file.
6. If the midi-track have no other part than cc, you had to draw the empty file from begin to end.
7. If ccs in automation track you had to set the green R(ead) button. Otherwise they will be ignored.