Simple, it doesn’t work…
You’re not sending MIDI data into the track, you’re playing the plugin directly via it’s interface which is only a preview. So there’s nothing to capture i’m afraid.
Just like recording wouldn’t register the notes either as it’s post track, i.e.:
[MIDI IN] → [R] → [TRACK] → [PLUGIN You’re playing here]
Retrospective recording [R] sits between [MIDI IN] and [TRACK]
You’re best to use the onscreen keyboard if you want to play using your mouse or computer keyboard (alt/opt+K):-
The circle highlighted on that image at the bottom right of the onscreen keyboard swaps views if you want computer keyboard or piano roll view.
The On-screen keyboard acts as a virtual [MIDI IN] device, so comes in to the track and through the retrospective record buffer, as so:
[ONSCREEN KEYBOARD ] → [R] → [TRACK] → [PLUGIN]
It doesn’t look like it is the case becasue you can see the meters on the track register the notes being send form the keys. So the track does receive the notes. the onscreen midi keybard is just a joke tbh. as if there was no space on the screen to include all 88 keys…
Where does it say it is a preview? there is clearly midi data being registered.
You are looking at the wrong meter. You should look at the track. The UI keyboard only sends to the VST plugin, not to the track. (as @skijumptoes mentioned)
You are looking at a wrong video in the first video you can clearly see the track receives the input.
that’s audio in that meter, not midi.
Where is the midi meter then? Besides this is not audio it is midi track. So it is midi input not audio.
Can you record MIDI events by playing the plugin GUI keyboard? If not, then you can’t expect the retrospective function to work.
It does not record becasue it is broken. There is no diference in visual behaviour between using the keys in the plugin vs the onscreen keyboard all meters react the same.
No, nothing is broken. For MIDI to be recorded, MIDI has to pass through Cubase. Clicking a plugin GUI does not generate MIDI in any direction.
The meters suggest the signal does pass through - check my videos I have posted please. There is even MIDI input activity shown within the plugin itself.
I did watch your videos. But…
I was looking at this indicator and did not see any MIDI activity when the GUI keyboard was used.
Exactly, because it is broken that is why. There is nothing in the documentation that says this is only a preview does it? The midi retrospective recording say it works with stop or play mode. Ofcourse they now can quickly go and update the documentation but it clearly doesn’t make sense why would it only work as a preview and not work to record anything. Why would you limit it only to preview?
The whole purpose of midi retrospective recording is to capture something you have been doing and it shouldn’t matter how you trigger the notes.
Again, nothing is broken. The indicator I pointed out is part of Cubase’s GUI, the host. If the host doesn’t receive any MIDI, how is it suppose to be recorded?
Why on earth would you want to record a performance made from clicking a tiny on-screen keyboard with a mouse? That’s the part that doesn’t make sense to me.
More ignorance at play here. You don’t trigger any MIDI by clicking that plugin keyboard. Not everything that resembles piano keys is a MIDI keyboard.
To generate FX perhaps? I doubt you can generate the same FX with your fingers on the kyboard compared to the fx you can generate with a mouse.
Again the documentation doesn’t support your point of view. So it clearly is broken. You think is not broken but it is. And ofcourse it doesn’t recieve becasue it is broken. if you brake the cable to the light your lightbulb obviousely wont light up.
Yes of course it’s in the manual, as that’s why I described it as a ‘preview’ to start with:
Cubase can’t know what notes you are clicking when you’re pressing them within the plugin, When you do that, only the audio is going through Cubase, not the MIDI as you’re just clicking a preview generated within the plugin itself.
The basic flow is as such:
[MIDI IN] => [CUBASE TRACK] => [VST INSTRUMENT] => [AUDIO OUT]
There’s no route back from VST Instrument to the track.
I appreciate it’s hard to get your head, but you have to trust us on this, it’s not broken in the way you describe! 
That light bulb only indicates that it is not being send to recording not that you do not triger MIDI. Everything except from that small little light bulb indicates that you do triger MIDI, you even have the midi icon light up.
I looked at the user manual about retrospective recording and did not see anything that would support your view. Care to show us where?