When I exported the tempo track from a Dorico file with a gradual tempo change and imported this into Cubase, it appeared as a “jump” rather than a “ramp” as I would have expected. Quite easy to fix, but threw out the synching of audio and MIDI tracks and took a while to track down! Is this a bug, or did I fail to set an option somewhere? 
Do you mean that a gradual tempo change ended up showing as a series of discrete points rather than as a single line between two points? If so, I’m afraid that’s just a limitation of MIDI, which is how this data is currently transferred between Dorico and Cubase. Hopefully in the future when there is a deeper integration between the two applications it will be possible for a richer kind of data interchange.