I did not know this! My test project was indeed created previously without the Control Room enabled. I did the following: open Cubase (not loading a project), F4 and check the Control Room outputs, close Cubase and re-open, F4 to check again that the setting has “stuck”, and the problem no longer occurs.
Only in the past year have I started using Control Panel (with VST Connect) and it seems only older projects exhibit the problem described above. Fixed now, thank you!