I went into Eucontrol to review the commands. The CR commands were for Eucon Presets. So, I switched them to Select Monitor 1, 2 & 3 respectively.
Now the soft key selection reflects the same as the Nuendo CR (when I select 1 on the MC, A lights up on in Nuendo. When I select 2 on the MC, B lights up in Nuendo, etc.) This is all good.
BTW, is there any way to map the CR Controls to the 1st 3 faders?