I'm trying to do a remix of a song that is on a midi file. I was able to import it on cubase, but whenever playback restarts it resets the performance that I'm editing to the first piano (CFX if I recall).
How can I get rid of this invisible instrument data keeping the notes and automation intact?

It is highly likely that the author of the MIDI File inserted Bank Select and Program Changes into the Track data of the MIDI File.

So dutifully each time you return to the top of the sequence, these messages are sent from the File to the synth.
You can either Delete them by editing the Sequence data or you can set “Bank Select” and “Program Change” = OFF for each Part of the MODX Performance you are using — this will prevent the MODX from responding to these messages and switching Parts within the current Performance.

From your Performance HOME screen
Select Part 1
Press [EDIT] > “Mod/Control” > “Receive Switch” > set both “Bank Select” and “Program Change” = Off
Rinse and repeat for each Part
[STORE] your Performance.

Additionally...
If it is a GENERAL MIDI File, there is additionally a GM Reset message at the very top of measure 1, on Track 1.
F0 7E 7F 09 01 F7
This is a System Exclusive message which sets each of the Parts of the current Performance to “Concert GrandPiano” except Part 10 which will switch to GM Stereo Kit (Drums). This is how every GM File begins, followed by the Bank Select and Program Change messages on each active Track.

Again this RESET message can be deleted by editing the Sequence data.