Makes complete sense to me. When your Montage is powered down, so is the Montage-based sound driver. If you start Cubase with the Yamaha Steinberg USB soundcard (i.e. your Montage) unplugged - then that driver cannot be loaded because the hardware that driver relies on is not present. What happens is that the hardware that IS present will load instead. The generic driver will "always" be there assuming you have built-in audio. This will properly load and stay active until you manually change it. Even if you power on Montage - Cubase isn't going to pull the rug out from under your currently working configuration (the generic driver) just because a new device is now present. It depends on your telling Cubase you want this new hardware to become the active soundcard.

If you want to start a session with Montage - make sure Montage is powered on and has a good USB connection to the computer first before starting Cubase. You've realized this - but I just want to reinforce that this is normal and makes sense. Really, you're just trying to prevent Cubase from guessing at your intent. Cubase will strive to use an audio interface. If the one you really want to use is OFF - it can't turn Montage on for you. What you're telling Cubase is NOT to use Montage when it's off and you load Cubase.

It's a learning curve - glad you're getting there. I think we all have similar "lightbulb" moments when it comes to ramping up to this new tool.