I captured the problem with OBS Studio and uploaded the clip to my Youtube channel.
There is an EZkeys track within CUBASE that contains two MIDI events.
The first one works well but the second one surprisingly also played MIDI from the Boogie MIDI Pack.
It stopped when I disabled FOLLOW HOST. And it started again when I enabled FOLLOW HOST.
Question is if this is a CUBASE bug or an EZkeys bug?
Link to the clip:
https://www.youtube.com/watch?v=D-jVGyuvCuE