Yeah that’s one thing I also like with the Ableton drum rack, because it automatically exposes each used drum pad inside an expandable group to the daw’s main mixer. Drum rack kit is saved together with insert fxs on each channel.
In Groove Agent this is possible too, but the pads need to be routed to the Cubase mixer first manually.
Here’s a interesting post showing that (just if you didn’t already know):