Found a "semi" solution, thanks to this video:
watch?v=OSQ2YoSDDaE
"How to ROUTE MIDI in Cakewalk by Bandlab!!"
In short:
1. change workspace to 2,
2. insert instrument Xpand!2,
3. insert MIDI track,
4. replace Output from "1-APC Key 25" to "2-Xpand!2 1",
5. replace MIDI channel from "NONE" to "1: X-Pand!2".