We certainly do plan to expand Dorico’s capabilities in importing drum kit notation from MIDI. The problem is that MIDI does not provide any means for any application to know what instrument each pitch in the drum track corresponds to, so you need some kind of mapping such that the application can understand that MIDI note 36 corresponds to a kick drum, MIDI note 48 corresponds to a closed hi-hat, MIDI note 49 to an open hi-hat (or whatever).
In Dorico, that mapping is provided by percussion maps, which you can create and edit in Play > Percussion Maps. Provided you have a percussion map that correctly describes the role of each MIDI pitch in the track in terms of the drum and playing technique it represents, you’re halfway there.
The missing ingredient at the moment is that Dorico cannot automatically add new instruments to the drum kit you are using in your Dorico project, even if it recognises the MIDI pitch and knows what instrument it corresponds to because it exists in the percussion map. This is the main improvement we need to make in the future, such that Dorico can automatically add new instruments to the drum kit when it encounters notes for those instruments in the incoming MIDI data.
In the meantime, if you set up your own percussion map with all of the right pitches, and if you create a drum kit in your project with all of the expected instruments already mapped, and if you then connect the two together using the Endpoint Setup dialog (i.e. choose the right percussion map for the right drum kit instrument), you can then drag and drop MIDI from Cubase onto the drum kit in Play mode, and Dorico will import the data and assign all of the notes to the instruments you’ve created in the kit.
If you simply import the MIDI file in the normal way without first setting up an expanded drum kit held by a player and a corresponding percussion map, you’ll only see the notes for the instruments that exist in the default drum kit and which are mapped in the default Yamaha XG drum map.