Not that it will make much difference to my answer but I will assume it must be from version 18 or more recent to be relevant.
I do on occasion edit my audio tracks in Cubase but it is a bit of a faff. (trouble)
First, everything will have to stay in sync. Both for importing into your DAW and then to export back as a final mix-down. (Assuming that is what you want to do).
To do that you must export each track separately for the entire length of the project.
That ensures that when each track is imported into your DAW each tracks audio starts and stops where it should do.
Each track has to be soloed for export, one at a time. Select Export Movie as WAV.
Select whether the track should be mono or stereo.
I suggest keeping the sampling rate the same as the audio in the clip unless you are using different sample rates in each audio track (Highly not recommended)
Each track will be exported as a 16 bit WAV file. There should be little audio degradation from the original as most video files audio in not that high end compared to what can be created within a DAW from scratch.
When finished import each track into your DAW ready for editing.
The reason you can't just open an entire project into a DAW is the way the audio is processed in each program is entirely different. A Video editing programs main concern is keeping the audio in sync with each frame it is connected to so each track of audio is delivered in chunks and stored momentarily in the programs buffer, then released after use. It will do that for each and every track. This is why if you scroll forward or backwards in a video NLE the audio always sounds robotic and stuttery.
Anyway. When rendering the audio in the DAW for placing back into the video editor again ensure the export start is precisely at the beginning of the imported WAV files so it can be butted against the beginning of the video project track you select for import. Audio in Movie Studio \ Movie Edit Pro can only be moved by the length of one frame so if it even slightly out you may notice.
A slight friendly hint for any further questions is not to put more text than necessary into capital letters as it is a way of showing you are shouting when not using letters for anacronym purposes.
It will upset most members who could otherwise be quite helpful in replying to you. (I know because I have made the same mistake in the past).