oh poop man I had this problem but I solved now. you should connect your headset then open Cubase, now go to device-device setup… and ASIO DirectX Full Duplex Driver and tap on control panel like this pic
now mark speakers and your headset then click on ok and press on ok again.
time to active your headphones: go to Device-VST Connections and Output
choice your headset for left & right channels now
enjoy have fun
