Dorico exports a MIDI tempo track but Nuendo/Cubase wants a Steinberg master XML file. Attempts to import the MIDI into Nuendo just gives a raw MIDI file, this must be simple but I’m not finding much through searching.
There’s two ways of getting MIDI files into Cubase: Drag & Drop and File > Import > MIDI. By default, I don’t think D&D will import tempo change events, but File > Import does. However, there are some preferences that control the behaviour in Cubase. Ensure that ‘Ignore Master Track Events on Merge’ is disabled