If someone has the same problem, here is the solution:
An old version of my plugin had used version-number “1.1” (in the old days, this was defined in PluginCharacteristics) - which was translated to 126.96.36.199 in Cubase (i didn’t get finally why…)
After this fix ( http://juce.git.sourceforge.net/git/gitweb.cgi?p=juce/juce;a=history;f=modules/juce_audio_plugin_client/VST/juce_VST_Wrapper.cpp;h=9fb82bcc008675080849884808a762e10282346a;hb=99088bd0d7d837d9326cef5c9384666ee83b9648 )
the newer version of my Plugin, where i set the version to “2.5.0” in introjucer, this was translated to “2.5.0” in Cubase, which is right, but which intends Cubase not to load the plugin state infomation with setChunk (when loading an older project which used the older version), because the newer number is smaller.
Solution: just add a “.0” Version to the version-Number in Introjucer, if you update from an older juce Version, to be sure that your newer plugin has a higher version-number.