That’s unfortunately a restriction of the ARA protocol as it is today : each ARA region (layer) needs to correspond to a real region in the host DAW, otherwise the extra layers will not be played (the host request playback individually for each region that is sent to the ARA plugin).
We’re working on ways around that (and the ARA protocol may as well evolve in the future to be more flexible), but that’s how ARA is designed now.
That being said, there are ways around it : you can send an extra silent region to SL, and use it as an extra work layer in SL, which you can transfer spectral data to and from. Or just skip the extra layer step (for instance, you can select frequencies and directly move or rescale them with the Move tool, or delete/heal them, or use direct manipulation tools, without having to create extra layers).
The simplest is probably to use the Draw tool in Cubase (the pencil), draw a blank region in your timeline, then Ctrl+Right-click that new region, Render in place > Render (with current settings), then Ctrl+Right-click the newly created region, Extensions > SpectraLayers.