For now they share the audio engine, a number of plugins and various Steinberg technologies like Note Expression. In this thread, Daniel said the teams are working on bringing Cubase and Dorico closer together.
For the moment, you can have Dorico send MIDI out data into Cubase, which can host your VST instruments. The advantage of this way of VST hosting is that you can record MIDI for much finer editing in Cubase, bounce that MIDI to audio and mix stems or each track if that’s what you prefer. This is much better than the VE Pro but yes, probably possible with most DAWs and isn’t Cubase specific.