Hey guys, this is exactly the same in Cubase too. It is the way multi-timbral VSTis work in all hosts unfortunately.
I never use MIDI CCs for one simple reason. They are not sample accurate! I started using MIDI CCs for one tune and every time I would render, the timing of my automation would be slightly different / off. Copy / pasting the automation to the VSTi channel got it right.
This is the same issue with other instruments too, overall, I don't recommend using MIDI CCs unless you have no other option.
Automation via CCs is also one of the most flawed things about ReWire, the only way to get 100% sample accurate automation when using Reason as a ReWire slave, is to program all your sequences in Reason, not your Rewire host.
Cheers