
We been asking for this, since the players came out, the reason they don't autoload is that someone somewhere thought it would slow up the loading times too much.
I have already requested they enable it via a menu option, so I can then decide to use it if I want to. I think the current arrangements for the Hot Cues is so, so poor.
I personally don't think they will fix it now, they are way too busy designing new controllers etc.