The difference between importing MIDI and importing MusicXML is that MIDI does not and indeed can not encode anything about the way the music should be notated: it is simply a stream of note positions and durations, measured in ticks in an abstract way that says nothing about what the note durations should be, with no information whatsoever about voicing. MusicXML, on the other hand, has to encode this information, i.e. it is impossible to create a MusicXML file without specifying the notated duration of each note, which staff it should appear on, which polyphonic voice it should be in, and so on.
As a result, Dorico approaches the import of these two very different representations of musical data in very different ways. When importing MIDI, Dorico knows that it has to make every decision about assigning instruments, determining durations, performing quantization and assigning voices itself. It uses the data in the MIDI file as raw material for transcription. When importing MusicXML, on the other hand, Dorico has to assume that the data in the MusicXML file is that way because the user who has exported it, and/or the application that generated it, wants that particular notated representation to be preserved. So Dorico tries to import the note durations, voice assignment etc. as literally as it can from the MusicXML file.
Other applications may well take different approaches to importing that kind of MusicXML data, but Dorico simply tries to import the information it is given as literally as it can.
Therefore, the onus is on you, the person producing that MusicXML file, to make sure that the music looks more or less the way you expect and want it to in the application that will export the file before you export it. In this specific case, it means that you should use the features provided by Cubase’s Score Editor to make the notation look clear and legible – e.g. display quantization, polyphonic voices, etc. – before you export the MusicXML file. If you don’t want to take the time to do that in Cubase, then simply export a MIDI file instead and allow Dorico to do some of that work for you.
Different tools, with different purposes, requiring different approaches.