Cubase doesn't support this.

Source: https://steinberg.help/cubase_pro_artist/v10/en/cubase_nuendo/topics/synchronization/synchronization_clock_sources_speed_references_c.html#:~:text=Cubase%20supports%20sending%20MIDI%20clock,slave%20to%20incoming%20MIDI%20clock.&text=It%20is%20only%20used%20for,being%20a%20MIDI%20clock%20slave.

MIDI clock
MIDI clock is a signal that uses position and timing data based on musical bars and beats to determine location and speed (tempo). It can perform the same function as a positional reference and a speed reference for other MIDI devices. Cubase supports sending MIDI clock to external devices but cannot slave to incoming MIDI clock.

Other DAWs may support this - you'd just need to turn MIDI Clock ON which will transmit MIDI clock from Montage to external devices and also likely set the MIDI source to Internal since Montage is the master and use the internal clock setting rather than looking to pick up clock from an external source or the A/D input.

But with Cubase - it's been a "thing" since the dawn of modern time that Cubase expects it's always supplying the master clock.

With the Montage in Remote mode and Cubase operating under control of the Montage, can the tempo parameter of Cubase be controlled by changing the tempo parameter of the Montage?

No, it’s fairly common that the Digital Audio Workstation (DAW) ‘wants‘ to handle the Tempo duties. Easy to understand because changing Tempo of Audio is a whole lot more involved versus changing Tempo of MIDI data. There is no heavy number crunching involved in a MIDI sequence changing Tempo — versus what must take place to do the same for Audio recording (Audio time stretching and pitch correction is so evolved now many forget that to adjust playback of an audio .wav requires defying a basic law of physics). This translates to CPU muscle.

Midi data is not audio, it represents a musical performance in coded messages, so changing the speed of playback of the MIDI data does not affect the pitch or duration of the notes, whatsoever. It does not adversely affect the sound, only tempo is changed. However, adjusting the speed of playback of an audio file changes both the length of time each note sound and changes the pitch of the audible sound — This is almost immediately catastrophic to the timbre of sounds, and causes an artificial sounding shift to components that typically remain fixed in pitch... (This tends to cause human to laugh when listening back). And while computers are very adept at time stretching compared to even a decade ago, it will eventually run into limits that simply are a non-issue for MIDI data in the same situation.

therefore, it is extremely logical to have your MIDI data adjust Tempo to the Audio Recording.

The Tempo Track in Cubase Pro is extremely programmable.