Midi Fx To Tracks

I see that Logic Pro got the feature “Midi Fx to tracks” in its latest update.
Is there such a thing in Cubase or it’s not there at this point?

What FX to track do you want exactly ? What does this feature do exactly ?
If you look in the inspector on the midi channel for Midi inserts you’ll see a variety of midi FX

Sure, it is called “Freeze MIDI Modifiers”. You can find it in the MIDI menu.