This is a problem not related to Nuendo. Logic Pro X gets the same behavior, let's wait for someone at DSI to explain what's going on.
Wow, thanks for the info...I had no idea this issue might be caused by the synth. I have answered my first question above so that can be ignored. (Answer: All knobs and buttons transmit NRPNs, only the knobs common to most synths send CCs.) That seems a little off though because most synths have an LFO. Yet that part of the OB-6 only sends NRPNs.
Thanks again.
I've been making some more tests and although every control sends NRPN in a weird way it seems to work well. In NRPN mode there are two types of controls, some do 0-127 (same resolution as CC) range and others do higher resolution 0-255. The latter is achieved sending a pair of 0-127+0-127 stream in a full sweep with a certain MSB/LSB combination. This results in a weird data stream drawing in your DAW, and it's certainly difficult to edit but it replays correctly, at least in logic. This said, Moog for example uses NRPN in a much more efficient and precise way generating parameters of 0-4096 steps (12 bit MIDI) with a combination of two CCs spaced 32 numbers apart. The DSI knobs' internal resolution may not be as high as 12 bit to support those kind of streams.
So why the use of NRPN? Two reasons: double the resolution on critical realtime parameters (filter, LFO...) and support the automation of every front panel control, instead of being limited to the standard MIDI CC list which only supports 128, many of which are fixed by the spec.
In brief: if you set your OB-6 in NRPN transmit/receive and record a MIDI passage in your sequencer with a knob sweep it should play back again perfectly. If it doesn't, your sequencer has problems with NRPN interpretation.