MathWorks gave me the answer :
" The output response plot in the MPCDesigner app (as well as the output of the "sim" command) is just the plant output "Yp". It does not include the disturbance signal "Yod". However, what the MPC Controller sees is actually "Yp + Yod" (measured). So after disturbance rejection, the MPC Controller will maintain "Yp + Yod" as it's set point at steady state.
In the case that you have sent, the value "Yp + Yod" must be maintained at "1". Since the disturbance "Yod" is 1 in this scenario, the output "Yp" will appear as "0" in the plot (such that "Yp + Yod" is maintained at the setpoint). Specifically, at t = 30 seconds in the plot you have attached, the value of "Yod" is 1, so the value of "Yp" should go to zero to allow "Yp + Yod" to be kept at the setpoint.
Refer to the following documentation page for a diagram of the above: MPC Modeling "