Cubase does not know whether I have triggered a LE command and then opened the NE Editor or vice-versa. Luckily I have Bome MTP to work around this.
If I open the NE Editor and then trigger a LE that sets CC#x to xx, the CC#x on every un-selected note will be set to xx.
This NE Editor behaviour is counterintuitive. When the NE Editor is open on a note, Cubase should treat this note as ‘Selected’. See Video