Apparently, the Nuendo MIDI Monitor does not catch all events. I installed an external MIDI Monitor. Does this help you in any way?
Sorry for the huge GIF, but I had to capture Nuendo and the MIDI Monitor:
When you see the cursor stop in Nuendo, then I pressed stop in Reaper as well, but you can see, that there are still SysEx messages coming in. Pressing several times play/pause fixes this.