This has nothing to do with Cubase, it can also happen in Standalone (as mentioned above).
The white X that you can see in the upper right corner of the plugin Sceen means, that the Style Picker Window has gone to the background. Use <Alt> <Tab> to find and select the Stylepicker Windows.

Attached Files (Click to download or enlarge) (Only available when you are logged in)
Standalone.png (6.45 KB, 9 downloads)