Recording Modulation after the fact

I’m an intermittent user of Cubase.
Perhaps I’ve mis-remembered, but I though I could record modulation data onto MIDI track simply by enable “W” (write), push play, and move the mod wheel.

When I do that now, it works in real time, but nothing is recorded.

1-If I click RECORD, it records the mod wheel data but also creates what appears to be an empty part, and my original part is hidden underneath (in lane 1).
2-I click the new empty part on the bring-to-front point and things look good and work correctly (with the empty part now underneath).
3- Now, I RECORD again to modify the mod-wheel data some more, and it records another part with mod wheel data only, and no midi notes.

MIDI Record Mode is in MERGE.

I must be totally off track, this has to be very simple, and yes, I do try to find the answer in the manual.

PS I might have posted twice.

Cubase Pro 11

UPDATE: I closed out my project without saving, re-opened and I can “Record” controller data without issues. I must have changed something, but I have no idea what.