What am i missing ?

You are Remote Controlling Cubase expecting the Arps to change, but the Arps are in Motif XF not in Cubase.
To switch between Arps you would need to press the physical buttons [SF1]-[SF5].

The Motif XF is a tone generator for Cubase, you are addressing it with MIDI commands. If you wish to "remote control" Motif XF hardware functions you would need to address it via MIDI commands.

The ARP data has been setup so that you can output the phrases as MIDI events... which can be edited and then played back as standard MIDI data. If your goal is to control them in real time (i.e., not to record them) then control over which Arp is playing is typically controlled by the [SF] buttons.

It is not clear from your post exactly what mode you are in and how you are intending on activating the change of Arp Select. Knowing what mode you are using will determine what options you have to automate control over the ARP Select

The physical buttons SF1-SF5 are not available since the Motif is in remote control of Cubase. In this mode the SF buttons work differently. E.g. for Flip, Pan, Name, Dial, Page List, INFO.

I don't know how to be clearer with regards to which mode I am using. Motif XF is remote controlling Cubase and the button called remote on/off on the motif front panel is blinking.

I understand now, but am still baffled by the question/problem....

Return to normal front panel change the ARP using buttons [SF1]-[SF5]
Switch back to [DAW REMOTE] as necessary.

The [DAW REMOTE] button retasks the front panel for REMOTE Control
The controls for the External device (Cubase) is on a different 'front panel' from those that address the Internal device (Motif XF).

You should not expect to find them on the same PANEL layout. You will need to switch back and forth. That's why I mentioned the control direction.

I guess it will depend on what you are doing whether or not this is convenient/workable. But it is possible to swap the front panel operations with disrupting communication - it should smoothly transition back and forth.

If not a workable transition based on what you're doing, you may have a reason for purchasing a new piece of gear. Not trying to 'sell you' just saying, there are other devices that can remotely control Cubase elegantly- see CC121

Since I'm not certain that I fully understand the issue (forgive me), I should ask if you are making on-the-fly type changes with the ARP buttons or would automating the changes (predetermined layout) work for what you are doing?

Thx. for the answer Mister Mister. I usually have the Motif itself in Sequencer mode, where the SF buttons are assigned for Scene 1-5, when using it together with Cubase (before launching the remote control, but perhaps if I change that to performance mode instead, your suggested method could work. I will try that,

To answer your question - Yes - I like to do on-the-fly ARP changes with the ARP buttons in performance mode when not recording. I simply try to record somewhat similarly in Cubase now (having other tracks there).

I appreciate the pointer towards using other pieces of gear for this, but I find it really convenient to use the motif only,

At the end of the day, I may end up with recording alle the ARP's as midi notes for all 5 different ARP types inside 5 separate Cubase tracks instead and then cut and paste manually, but that just seems so cumbersome.