Hi,
as long as I know, the JUCE library does not support VST Note Expression.
To get Note Expression working, you need your edit controller class to inherit from INoteExpressionController and return your supported note expressions.
If you have done this, the note expression name should be shown in the Cubase Note Expression List for your instrument.
Only then will you get note expression events in your process method.
In your screenshot you have MIDI CC 1 automated for a note. This will get you MIDI CC 1 parameter changes.
I hope this helps,
Arne