Then either you have to drag and drop the MIDI Parts from the new tracks to the already existing Instrument tracks, or you would need to save the new project and then import from this new project to the one with the instruments and set the tracks in the Import Options dialog (which seems to be even longer and more complicated).
You don’t have this Import Options dialog for the MIDI/Music XML import.
Have you read the “cubase score manual” chapter “Working with MusicXML”? It may say something about why importing xml-files from Dorico is difficult, and why it’s beeing corrupted. It’s a lot of layout features that’s not supported in the same way in Cubase and Dorico, like ties, dots and beems. Cubase and Dorico handles xml-format in somewhat different ways.
I’m no expert so this is just a hint: read the chapter!