Right. You can’t even load the bundled Cubase effects within WaveLab or Dorico. They need to provide their own ones. That’s why some of the Steinberg plugins get installed several times.
As far as I can tell, most other DAWs also restrict their bundled (effect/insert) plugins so that they are not available in other applications. However, VST instruments, like Retrologue, PadShop or GrooveAgent bundled with Cubase can be used in other DAWs as long as Cubase is activated on that machine.
No, because SL runs as ARA extension when used inside a DAW. In this case it gets the required data through the DAW and – if I remember correctly – there’s no File menu present where you could load an SL project.
Of course, you could export the extracted stems/layers as audio files and import them in Cubase, but that’s probably not the workflow you have in mind.