This has started happening recently, but was not an issue with earlier interactions of Cubase.
Create an Instrument track with any vsti, but Groove Agent will do for this.
Create a midi part - a basic drum beat is good for this.
Open the midi editing window - playback continues perfectly.
Close the midi editing window - playback of this particular track will glitch.
In an arrangement with lots of tracks, playback is fine on all other tracks - its only the track whose midi editing window you are closing that now glitches.