Official comment
Hey Michael,
What you're used to is known as a "gated" hot cue; the function of the hot cue follows the function of the deck; if it's playing, the hot cue will play after release, whereas if the deck is stopped, pressing the hot cue will be momentary. Unfortunately the CDJ does not have a gated hot cue function in stand-alone or linked playback. It is a popular request and our team is aware of the demand. Thanks for your question.