I have been struggling with this, and I’ve finally found a solution.
First of all, it depends what format your loops are in and how they’ve been set up. Rex files will work in Cubase, but a lot of people recommend standard Wav files, which a lot of sample libraries have put markers in so that they will align to tempo in Cubase. Some files are not set up right, so they simply won’t play at the right tempo in the mediabay.
My problem was that some files which had all the info were being read by Cubase as being half the speed and were therefore playing at double speed when previewed. If the loops are labelled with their tempo in the filename (as they often are) or if you know what the correct tempo should be, then double click in the tempo column and manually enter the tempo. You can do this en masse by using SHIFT/click and highlighting a load of loops and then double clicking one of them in the tempo column and adding the tempo.
One point to note - it sometimes takes a little time for mediabay to realise you’ve changed the tempo - you have to wait a few seconds, or click on another sample and come back to that one before it implements the tempo change.
Hope that helps.