Offizieller Kommentar
Auto Cue is not recognized by the player once it is in MIDI mode, but you can engage the load lock. If AUTO PLAY is off and you allow a track to completely run through, the deck will stop playing but the player is still in "play" mode, another track can be loaded and it will start playing -- even with load lock engaged. We've asked the engineers to change this behaviour or even implement an Auto Cue type function within the software.
If you want to prevent a hot cue from starting playback, enable the GATE mode within the Preferences > Controller > Deck > Hot Cue.