Hookup Midisport 8x8/s with Cubase VST

I have one Master keyboard and 5 other units that the master control over, my question is why is it important to connect the Master to the front of the Midisport 8x8/s and not to the back?

Do i have to turn off any settings in the rest of the chain so that the Master keyboard can control the rest of them?

One keyboard to rule them all…