I suppose it depends on how you see it.
The only real information you’ve given so far is a screenshot showing a failed attempt at crossfade. FYI this is a crossfade and can only be performed using two audio events.
Fade In/Out (in Cubase lingo at least) can also only be performed on audio events (or clips). In your screenshot you are showing two Instrument Tracks. These track types carry MIDI data.
Unless you wish to render your VST instrument to audio, the second best option is probably to create volume automation. Here’s how you can do it with just a few clicks.
