Sounds to me like you may have answered your own question, if you are saving your project with all or alot of VST's still open and are having this problem when you go back to open the project, then you may want to try closing all the VST's and any other fx plug-ins, not removing them, just closing them, (click on the upper right hand corner X on the VST instrument. After you get them all closed then try saving your project and closing the project, shut down Cubase and maybe even restart your computer, after all of that try opening up Cubase and then try opening your project and see if you are still having this problem.

I personally don't ever save any of my projects with VST's or anything else still open, just a personal preference, I have friends that save there tracks with tons of VST's open, it just gets confusing for me to have tons of stuff open, 1 thing at a time for me, I have also read posts throughout the year that talked about this very subject where people were leaving a bunch of VST's running and then when they go back to open the project small glitches happened.

Good luck bro.