No Program Change from Cubase to Fantom 8

After a long time I picked up an old hobby again … I come from the period of Cubase on an Atari …
I am working on an iMac with Cubase 10.5, connected via USB to my Roland Fantom 8. Now I try to easily retrieve the correct sounds via Program Change, only the Fantom does not respond to these Program Changes. It will probably be a small item but where should I look? Possibly also a setting on the Fantom? Recording tracks from different midi channels are fine! Fantom works with MSB and LSB and PC with connections to the various sounds. This is really new to me but so far the synth doesn’t respond to anything … Who knows what to do?