Except when the Surface Editor is open, because it needs to receive all MIDI messages. Otherwise the rapid learn mode wouldn’t work. I see a lot users leave the Surface Editor open while using MIDI Remote (at least the YouTubers do that). Please always close the Surface Editor AND the Mapping Assistant when you’re done with your mappings.
Btw: The first maintenance will relax the rule of “consuming” MIDI messages. If a control element is bound to a MIDI message but NOT mapped to a Cubase function, the message will NOT be “consumed”. It will be routed through to tracks and other connected devices (like Chord Pads etc).