Welcome to Cubase.
A few concepts: MIDI and audio are handled by different drivers. Cubase is registering the Roland, but according to your screenshots, there is no driver selected for the Behringer. Cubase needs to connect with this driver while starting up, so you must have the Behringer connected, turned on and recognized by Windows before starting Cubase, or you’ll see exactly the same result that you’re getting here. Upon startup, Cubase attempts to connect to the last used driver by default.
Cubase Projects contain the I/O settings active when the project was saved, so when you see a the message showing missing ports, that’s a clue that Cubase has started with a different driver, and doesn’t see your interface. In your case, you have reverted it to the Generic Low Latency ASIO driver, which is useless, IMHO.
Try using the ASIO4ALL driver that is apparently what is recommended for the Behringer. Here’s the menu you need:
In the list on the left, click on VST Audio System. On the right hand side, use the dropdown menu and specify the driver for the Behringer. In your case, it looks like the ASIO4ALL driver is the right one. Select that and hit OK. Now go to your Studio/Audio Connections window and set up your I/O properly.
If you don’t see the ASIO4ALL driver on your system, go to the Behringer website and download the drivers for your device.