VST Expression is made for use with “expression” enabled VSTs. I mean it is very uncommon to find any sequencer that can deliver,say, pitchbend to only one note of a chord on any one (midi) track.
There may be a bug, probably is. But this is not it. It’s a limitation of the present implementation as it’s still pretty new. It’s so new the handbag’s still on the floor waiting for someone else to dance around it.
Aside from Ableton having had it for donkey’s years now. 
We are talking about VST expression maps here, not Note expression. They are two different things, you cannot use note expression with anything other than Steinberg’s plug in’s at present.
We are referring to VST expression maps, these are used with any VST or MIDI output.
Sysex? Is your sysex filter still on?
I haven’t tried it myself, but his sounds like his test is fairly conclusive. sysex shouldn’t have to do with anything. It’s a matter of sending out a CC command, which doesn’t seem to happen unless you invoke the workaround. And if there was some sort of filter, then the workaround would fail too.
To be honest, I always have a couple dummy measures in my projects anyhow, so for me it wouldn’t be a big deal. But I would say that this sounds like a cubase bug based on what I have read above. Guess I might have to run some tests for the fun of it.
The only thing that bugs me is that I have only seen compalints with respect to VSL. Maybe the problem does exist with other VSTs and they simply haven’t been discovered/reported (which of course it should if the problem is truely on the Cubase side).
Ron