Automation Problem when importing Midi File from Sibelius

I’m have a big problem with the automation when I import a midi file into Cubase. The automation refuses to work and I cannot change the volume of a channel(I can change the panning though). I am sure I’m recording the automation correctly, with “read automation” and play it back with “write automation”. The automation does get recorded in the automation lane but it will not play it back(neither the volume changes nor the sliders change position). It doesn’t matter which automation mode I’m in. If I try to change the volume of a channel(when I’m not using any automation), it jumps back to the volume that it was before I tried to change it. The channels are not locked.
This only happens when I import a Midi file(which I exported from Sibelius). If I import a music XML file I have no problem with the automation. If I start a new project and add an instrument track without importing anything, than the automation and the volume works fine as well.
Please help. I can’t find an answer to this problem anywhere else on the forum. I have rebooted my computer, reinstalled Cubase, but the problem still persists.

It is my understanding that when I imported a midi file, it went to Midi Tracks, and I was trying to change the volume and apply automation to a midi track, which is apparently not the way to do it. Instead one should apply the automation and change volume on the output of the VST. I still think it should be possible to apply automation to a midi track…