Too often when trying to use the mod wheel, I get no response, in fact it turns off the sound when pressing a key ??? Why, varum, pourquoi ?
It might be a good idea to post your system spec as you’ve not really given enough information for anyone to help you.
O/S, DAW, Interface etc…
FWIW, occasionally i find the Mod Strip doesn’t work in Cubase 12 Pro, Win 10, when this happens i quit Cubase, turn the KS37 off and on again and then restart Cubase, all is good again then.