Yes, your 1000 would have done the exact same thing; setting a loop sets a new master cue (in) point.
You can record a hot cue to the first (main) cue point and can then easily recall it regardless of what loops are set.
The tracks (or playback) should not skip when using the jog to pitch-bend, are you sure you're not pressing the top of the jog and that you are using the latest firmware on the players?