This was another very big surprise (disappointment) from this controller. I was gutted to find out that program changes from Cubase are not passed through the KSP and onto my synths. They are blocked at the keyboard and simply change the pattern number instead.
There are quite a few of these unexpected shortcomings. I would recommend making note of this through support, so it can be brought to the attention of development staff. Things like this, really need to be integrated in a future firmware update.