I had the same 'thing', solved it by just importing the song a second time. Else I think it would be very difficult to create an 'easy to understand interface' which facilitates this feature.
BUT it might be possible to program this. Maybe it could be default to have only 1 set of CUES.
When you check a specific box (called "Playlist dependend cues" for example), the Cues will be dependend of the playlist in which you store the song. For the programmers this would mean storing extra data which might slow down the database or which might use more resources..... So just importing an extra version might be quite a lot easier :-)