Make sure the extension is .mid (computer's sometimes create files with the illegal .midi)
When loading the .mid file to the MOXF, make sure you are in either SONG or PATTERN mode, and set the file TYPE = SMF (Standard MIDI File)

Ah, I see the "Song mode" within the LOAD window now. I was misinterpreting that to mean SONG mode on the MOXF front panel.
Everything loaded now, though I had to reassign voices for each track. If I had exported as MIDI type 1, from Cubase with the desired MOXF voices on each track, maybe I could've saved that step?
Thanks,

No, not at all. TYPE 0 was the correct export. And while the MOXF can also import Type 1, neither of the Type necessarily exports the Voices you selected for the Parts in your MOXF, unless you manually inserted the Bank Select and Program Changes into the Track data.

What would have saved you the step, is going to the SONG mode and recalling the Song Mixing setup you used to create the Cubase data. You already had the MIXING setup in your MOXF. Remember: the MIDI data you performed (notes, controller data) are recorded in Cubase, the instrument setup is in the synthesizer (always was). You simply needed to recall that Song MIXING, Press [FILE], set the TYPE = SMF, highlighted you .mid file and directed to the Song number containing your Mixing setup. Make sense?

Ther was no need to reassign your Voices to Part, you had already done that, in the MOXF. You'll know next time.

Thanks. Actually, I had created the MIDI file before I purchased the MOXF. I have a lot of earlier creations that I want to load to the MOXF. But I think a shortcut would be to have the voices preassigned as a template in the MOXF, and simply rearranging the MIDI tracks to match that template. (Drums on 1; Bass on 2; etc.)