OK guys, I updated, I found the time to run an extensive check, and I come with good news:
The sync is reasonably tight! For Francois, this means, this is probably an issue on your end, as I am on Cubase as well, albeit Cubase 10. But I have been a Cubase user for ages and sync was always rather good, some even claim, it was better in older versions, due to less processing overhead. If you are still having trouble, I would recommend checking, if all boards are updated, and if yes, give me more details about your setup, I may be able to help.
Big props again to Eduardo for even following up with a question here and for fixing this!
I have tested USB MIDI as well as MIDI through my RME Babyface, which prides itself in extra low MIDI Jitter, and they both stay in the same ballpark of 1-3 ms of jitter, which is good enough for playing a tight swing.
Beautiful!
And by the way, the fact, that the sequencer stays in sync, when switching presets, is mind blowing.
Congratulations.