The 'zero controllers' option also plays with the Korg's
bus routing as well.
Cakewalk handles this poorly. It sends these mesages out all
ports. You will also get the same zeroing effect when you hit the
'Panic' button should your devices 'runaway' on you. Cake should
have a Port# check box for selective reset and 'zeroing'.
One possible workaround would be to restore your mixer
using MIDI 'program change' to _recall_ the Korg's Program memory
for a given session at the start of playback.
I don't have devices that have to be 'zeroed' at the end
playback so I don't have a problem. What are you 'zeroing'?