I couldn't find any cases reported of TSS related to menstrual cup use. However, one article succinctly pointed out that the abscence of reports does not mean the same as the absence of events. In addition, menstrual cup use is so much less frequent than tampon use, there will be far fewer cases.
That being said, the cup does not interfere with the normal environment of the vagina, no drying of healthy secretions etc, so the likelihood is definitely lower.