You figured out that assigning a command to a quick control will get you what you are after, though it is limited yes.
What you can do to remedy this is the following. Right click on a parameter you want to automate and click on Learn CC then press a button, slide a slider or turn a knob on your keyboard that you want that parameter to be assigned to. It will then be assigned that parameter and you can verify by right clicking and it will show what midi CC is currently assigned. You can remove this CC and start over if you like and even change the type of control the physical midi command will over the parameter as well as change min-max value for the parameter to respond to.
You can then click the read and write buttons and play with that physical midi control and it should record. Right click in Cubase when you are done and choose show all automation data and the lane should show up where you can fine tune the automation that you just drawn in.
Just so you know, the parameters in Halion 4 do not chase with the automation itself. You will not see knobs turn in realtime for a filter cutoff for instance, only the quick controls visibly turn, however, you can hover your mouse over an assigned parameter and you will see a tiny text box appear that will show you current position of the parameter.
I also feel that the automation in Halion could be handled better and I did start a thread about this very thing last summer when Halion 4 was originally release. I will see if I can track it down and post it here. I would like changes to be made to this as well, but hopefully the above will help you out a little more then you are currently getting out of Halion 4’s automation.
EDIT… here is the link…