I'm having the same problem. I've tried adding an Arturia 37, Keylab61mk2, Launchpad Pro Mk3 and a Nektar Aura to Studio 5 (I'm a newbie with this DAW, but have extensive knowledge of Ableton and Logic).
The only one which is recognised is the Aura as it's the only one of the four that has a preloaded profile in S1v5. I've tried Mackie / Hui but to no avail. Midi signals are being passed without any input from me. I'm glad I only shelled out for a month as I won't be renewing the subscription.
My other DAWs are working fine, despite the fact I am running Big Sur. I'll try an install on an old Windows laptop to see if it is a MacOs compatibility problem.