But you can use a chord track, choose a scale - and Cubase will show your correct notes in green and wrong (out of scale) notes in red.
Which is even better, as sometimes out of key notes might work as well in your track!
You can let Cubase automatically adjust your “pressed notes” on keyboard/piano to scale. (So wrong notes you press, will be transposed to correct ones!)
If you write the chords you want on the chord track along your track, Cubase will automatically adjust all your pressed notes to CHORDS (not only scale!) + BONUS: it will color your notes if they are in key/chord or out of scale.
So, Ableton is way worse than Cubase in terms of showing correct notes/scales/chords.