Hey lxworld,
While I don't have a copy of Cubase Pro 9 here at the moment, I can verify that I've tested the MIDI learn function in Rapture Session (64 bit), as both the standalone as well as a plugin within SONAR Platinum. For a quick test, here are the steps I took:
Launched SONAR and created a new blank project
Using the Add Track button, chose Instrument > Rapture Session
Within Rapture, I went to Pianos and chose A Room Piano
Clicked the Instrument tab, and right clicked on Reverb (top left knob)
Choose MIDI Learn: CC 73, then moved a fader on my Roland A-500 Pro controller
The fader on the keyboard now controls Reverb control within Rapture Session
The standalone followed the same steps, starting with step 3. Results were identical for both the plugin within SONAR, and the standalone.
You may need to check into your device settings within Cubase to ensure your controller is properly set up. It sounds like your results were fine with the standalone, which would also make me lean toward the DAW itself. If we can narrow it down to an issue within Cubase, our team can work on a fix. Let us know if you make any progress just checking through your settings.