May well be by design. Consider the mixer as some digital filter. The filter adds reverb and stuff to some otherwise potentially even 'dry' midi input signal. When you create or export the rendered midi, you get all CCs added via the mixer - yet when you check the event editor prior to exporting through the mixer, you see just the 'dry' midi signals void of CCs.

Check on opening the midi file that shows CCs in some DAW via BiaB - you'll likely see these CCs there as well.

Martin