Finally I used an unsigned program called MidiPipe, which creates a pipe that receives the MicroKey signal and transposes it -48 to the MidiPipe Output. So I exclude, as you said, the MicroKey from the All Midi Inputs and I include the MidiPipe instead.
I have also written to KORG support, because they have and application that allows to do something similar, but it is somewhat capped and don’t allow the -48 transport needed.
The problem with this approach is that I have to launch Midi Pipe before Cubase and it is also an unsigned application. I hope KORG listen to me and allow me to do the transport via KORG KONTROL EDITOR, which would have been the best solution.
Thank you for your answers, they helped me to figure out how to do so.