Hello
You can set the behaviour of midi import in the “preferences” in cubase.
There is also one more issue to take care of
Midi type 1
Midi type 0
Also you can choose, if you like to have all intruments on one track (not really recommended) or on separate tracks,
I often use it for changing the “original” used instrument. Mostly the drums are only GM drums.
But take care, if you transfer afterwards the midi-file into a keyboard, to play it “live”. Some keyboards, like YAMAHA PSR-keyboards are just able to apply the GM instruments and add or need some control-datas ahead of the real midi-notes. Sometimes a little rework is needed.
Cheers