Recording Note Expression data via MIDI input

This is not working in Cubase Pro 9 ( was validated by a fellow user - he reported that it works in Cubase 8.5 but not 9).

Steps taken:

  1. Activate ‘MIDI Input’ and ‘Note Expression MIDI Input’ buttons in Key Editor
  2. Select a note that was already recorded / and also tried double-clicking on note
  3. Move Mod or Pitch wheel on MIDI controller - Nothing happens.

I had the similar problem. When using my midi controller (nanoKontrol2) to manipulate the Quick Controls, it only recorded automation data (not in the Key editor in the expression lane, where I wanted it). Instead of using Quick Controls (I turned it off), I use the Note Expression section in the Inspector (left side). If I set the learn button there, it registers my midi controller and it OUTPUTS INTO the Expression lane of the key editor when I just press record! Which I believe is what you are trying to achieve as well, or am I mistaken?