Problem with Cubase and Akai MPK49

I have really strange problem with Cubase and my MIDI controller AKAI MPK49.
Today I downloaded Cubase Elements Trial, to check this program maybe I will buy it in the future. Previously i was testing Ableton and I didn’t have any problems with MIDI controller.
When I opened Cubase i configured everything (although I didn’t import AKAIMPK49.xml file, because I lost CD, so maybe this is why I have this problem, anyway…). It seems that everything is ok, because I set MPK49 as midi in, and midi out, Latency IN/OUT is about 10ms.
When I play my mpk49, I can see that cubase recive the signal and play a sound. But I can feel that latency is much more higher than 10ms (comparing to Ableton). and also I can see that although I set midi out in Device setup as MPK49, now it is “Microsoft GS Wavetable Synth”. Now, when I want to change MIDI out do MPK49, there is no sound! (but there is a signal only)
I don’t know what to do, can you help me somehow?
This latency is to high to work…

My audio interface is Focusrite Scarlett 2i2

Szymon (Poland)