I'm experiencing this with Hot Cues, and I begin to question myself if I ever did create a Hot Cue at all.
When I load a track to the CDJ and no Hot Cues light up, I'm like "I'm sure I set at least one Hot Cue last time I played this track!"
I know I did - 100% certain!
I'm also having issues with the colours of Hot Cues.
My settings are set to COLORFUL but some tracks are still loading Hot Cues all Green.
I have to delete the Hot Cues and reset them for them to be coloured.