Well, its hard to pin down your problem not being there. My best guess is that either cubase is sending all midi data it recieves on ALL midi channels to MIDI channel 2 ..
have you tried the other midi channels? what happens with midi chn 3?
is there a MIDI routing preference panel on the ALESIS?
I really do think this is a cubase issue.
Im a live and logic user, live is extremely good at handling MIDI channels for live performance. I have owned two RM1X boxes and have a lot of respect for the MIDI timing on them. real tight.
It might be better to try ableton live out in demo mode before you go buying it, just to see what happens.
Reason is capable of running as a slave using MIDIclock have you tried that.