The MOX can use its own Sequencer to recall Scene Events. Scenes can memorize what Arp 1-5 is next.
Scene Events can be generated only in the Song/Pattern Chain Modes, because automation must be registered as MIDI events on some kind of linear time line.

There is no standard MIDI event that would recall an Arp. Arps are meant to setup and run manually by pressing front panel buttons. You can record yourself interacting with the Arps. You can even enter Scene Recall events in the MOX Sequencer.

Alternate Method: You can record the MIDI Out of the MOX Arpeggio to Cubase.
This way you can create the playback order at your leisure in Cubase.
Record each Section ARP 1-5 to Cubase, then you can cut and paste the playback

If you have Cubase Pro you can use the Arranger Track to make playback automation a breeze.

You don't mention what version of Cubase you're using. The Arranger Track is the best way to automate play.