It most certainly does support MIDI, we use it all the time in this way. Are you sure you selected the MIDI input using the Audio device settings. Cabbage uses its own MIDI IO, not the ones provided by Csound. You should add the following to your CsOptions ti disable the Csound one:
Then make sure you select your MIDI device from the Audio settings. It will see whatever devices you have plugged in. After that you should be good to go. The default instrument template, when you select to create a new instrument, automatically sets up these CsOptions flags. All you have to do is select the device.