I have had the same problem and this is how I’configured and solved it. Just in case someone need it:
MODE 1: direct assignment from the vst plugin.
Turn on the ACTIVATE QUICK CONTROLS button in the Quick Controls section of the Cubase inspector.
You have to put the Komplete Kontrol Keyboard in MIDI PLUG-IN mode, pressing SHIFT (on the Komplete keyboard) + the corresponding key (even if the light of that button is not lit).
Right button on the vst knob/fader and select MIDI LEARN; then move the knob on the Komplete Kontrol controller.
Put the Komplete keyboard in MIDI PLUG-IN mode.
Go to Studio / Studio setup / VST Quick Controls.
In MIDI Input choose: KOMPLETE KONTROL A61 MIDI.
Check the LEARN and PICK-UP boxes.
Move the Komplete knobs to assign (MIDI Channel 1 will be displayed in the Cubase window.)
Press OK (Apply does not turn on)
REPEAT THE SAME PROCEDURE ABOVE IN THE TRACK QUICK CONTROLS SECTION OF THE CUBASE STUDIO SETUP WINDOW.
Make sure that all the komplete knobs assigned to each of the lines remain, both in vst quick contr. And trackl quick contrl.
WITH THIS THE KNOBS OF THE KOMPLETE ALREADY HAVE BEEN ASSIGNED TO THE QUICK CONTROLS OF THE CUBASE INSPECTOR.
Then press the “L” in the QUICK CONTROLS section of the cubase inspector and assign the knobs of the vst plugin to those quick controls. Then turn off “L” from the inspector.