I am not a lawyer, but I do have university qualifications in the law of England and Wales which included study of European Union law. Steinberg’s licence agreement is made under the law of Germany and the state of Hamburg, which are civil law jurisdictions, not common law as in England and Wales. [For those that do not know, Scotland and Northern Ireland each have their own distinct legal systems - Scotland’s system, in particular, diverges from England and Wales in some important ways.]
The software EULA on Steinberg’s web site is strangely obscure on the use of output from VSTs. The nearest clause is clause 2.2:
The samples of so-called Loops remain the property of the respective rights holder (Big Fish Audio, Inc. and other licensors) and are licensed by Steinberg to you only for use in the creation of a live or recorded performance that includes the licensed samples as part of a derivative musical work created by the licensed end user. This license includes the use of the samples, the modification of the samples and the marketing of the derivative musical work without infringing any rights of copyright collecting societies and/or the owners of copyrights in any samples. The samples may not be included, whether unmodified or as part of a derivative work, in any sample library product.
The samples in the VSTs are not loops as this is commonly understood, but this is the licensing basis I would expect to apply to samples in VSTs - by purchasing the licence to the product containing the VST you are licenced to use the samples in derivative musical works (your projects) by Steinberg, who warrant that you do not infringe any third-party rights or copyright by doing so.
The first exception is found in that clause - you cannot incorporate any part of Steinberg licensed samples into a sample library. You need to be very careful when using audio for sound design purposes if you plan to sell or give away the results as a sample library, as licences for audio obtained from third parties usually contains such an exclusion. This exclusion is primarily to prevent 1:1 extraction and sale of unmodified or lightly modified (e.g. addition of some reverb or EQ) sample content as a usable sample or instrument - but the exception relating to use in sample libraries binds you even if you intended to modify Steinberg licensed audio in a way where it is difficult or impossible to recreate or recognise any of the original content.
The second exception is found in the first sentence of clause 2.4:
Every lecturer and student of an educational establishment may receive software according to a special licensing for educational purposes; this software may not be used for commercial purposes.
Educational licence products cannot be used for commercial work. This educational restriction disappears after a paid version upgrade, which converts the product to a retail licence. Steinberg do not sell educational discount upgrades - just full licences and, in the case of Dorico, crossgrades. Interestingly, I can see nothing in that EULA that contains the other restriction commonly understood to apply to Steinberg educational products - that educational licences are Not For Resale until they have undergone a paid version upgrade and become a retail licence. Clause 9.1 does not appear to allow for any licences to be Not For Resale unless written terms are annexed varying the standard terms pursuant to clause 14.2.
If there are any licence terms that more directly cover the sampled content of HALion Sonic SE and HALion Symphony Orchestra as contained in Dorico Pro, please will someone post them! I cannot find any licence terms in the product documentation, but I am not in a position to run the installers and check what they display at the moment.
The product EULA on the web site feels rather old in various ways. It includes reference in clause 2.9 to the licensing terms of the Fraunhofer MP3 codec - those patents expired in 2017 and the restrictions mentioned on MP3 encoded content may well no longer apply. It states that the rights remain with the distribution media and not a USB eLicenser in clause 8.2 - but it is hard to interpret this clause in these days where electronic distribution is the norm and the licence is often bought by way of an activation code for a USB or, in the case of Dorico and many other Steinberg products, soft eLicenser. Indeed, current Steinberg practice is that licences are resold by transfer to the purchaser on a USB eLicenser.
In summary, you likely already have a licence to use the samples in instruments bundled with Dorico in your commercial musical projects, unless you have an educational licence for Dorico in which case no commercial use is allowed. It would give a greater degree of certainty if someone could point to any specific licence conditions applying to content in Steinberg VST instruments rather than “Loops”. Note that a statement by a Steinberg employee does not overrule any written licence conditions.
The exceptions to this are if you have an educational licence for Dorico, in which case no commercial use is allowed, or your derivative musical work is single detached notes intended to extract individual samples for use as a sample library.
Disclaimer: This is not formal legal advice. It is correct to the best of my ability but I have no qualifications in the law of Germany or Hamburg, also I am not convinced that I have found the terms that govern the use of VST instruments. You should not rely on anything in this post without satisfying yourself as to its correctness and applicability to your situation, for example by obtaining advice from a lawyer qualified and practising in the relevant jurisdiction.