The Steinberg Download Assistant is by no means a replacement for a complete license overview. For that, you will still have to use either the eLicenser Control Center or your MySteinberg account.
If one or more products are not listed, that doesn’t mean that anything is lost. It’s just that you have to pick the download manually from within the Steinberg Download Assistant (or if it is an older release not featured in the Steinberg Download Assistant, from the website) as before.
For Cubase Pro 11.0.40, you only need to install the application itself as described in the installation instruction PDF.