MIR Pro is "just" a plug-in, so all settings are saved by the host and its preset management system.
When you save the so-called "MIR Engine Projects" by means of MIR's "File > Save"-dialogue (identified by their "*.mirep" filename extension), you are saving all the Venue-specific data, like the used Main and Secondary Microphone positions and setups, RoomEQ bank settings, Reverberation Time etc. - basically all data controlled by the "OUTPUT" section of the control strip on the right, plus the underlying Venue selection. But the MIR-Engine itself has no way to remember individual Icons on a stage, as they are controlled by the host.
To avoid misunderstandings: A MIR Engine Project is meant for the exchange of data between projects, or for the assembly of custom-designed "empty" halls, readily set up for (virtual) recordings. You don't _have_ to use this dialogue, as all project-specific data is saved by the plug-in host (i.e. your DAW or VE Pro) anyway.
As long as you didn't close the Cubase project in the meantime, you can always use MIR Pro's own "Undo"-feature to revert to previous settings. Alternatively it's very likely that Cubase has older auto-saved versions of your session in case you didn't save incrementally yourself.
HTH,
/Dietz - Vienna Symphonic Library