There are a number of commands which are available on the main GUI and in the Generic Remote, but are not available in the Key Commands window, so you cannot assign shortcut keys.
For example, for the Control Room you can assign different key commands to directly select each Monitor Bus (speaker output), but you can’t directly select different sources in the same way — you can only step through the sources using a single key command. Yet, in the Generic Remote, there are separate commands available to select each source directly. And in the main GUI there you can click to select each source individually. Why make these available via one control route and not another? (The Control Room is just one example — on quite a few occasions, I’ve found that things aren’t listed in the ‘Key Commands…’ window.)
A big problem with this is that you can’t use the GUI or the Generic Remote commands in Macros; you may only add key commands to Macros. And Macros are one of the best things about Cubase!
So my suggestion is this: make every existing command in Cubase, and every new command added in the future, assignable to BOTH Key Commands AND in the Generic Remote editor.