Is Cubase using the audio device exclusively ? Is the ASIO always on ?
as this may prevent Windows from using the audio device to preview the tracks with WMP in C:\bb\BBPlugin\SavedTracks\xxxx and Demo Styles, RT & RD.

If you use VoiceMeeter Banana that should solve all the problems.
I have VoiceMeeter Banana Hardware Out set to my Audio Device.
I have Windows Playback Device set to HiFi Cable or VB Cable both available from the VoiceMeeter website, The VST running in Reaper is using the Windows Playback device in my case HiFi Cable to preview the Generated audio files, Reaper is Using VoiceMeeter ASIO AUX, Biab is using VoiceMeeter ASIO the VoiceMeeter Mixer mixes all the ASIO and non ASIO out to the Hardware Audio Device/s.