In next update way to parse .cue files (CUE sheets) to chapter info("playlist") for MPC/WMP

Title basically says it. Right now cue files alone without a bin counterpart won't mount by themselves.
The best way to handle them would probably be to have their own handler and parse them to the chapter sheet or playlist info/file for WMP and MPC-HC to read.

More info here.

https://trac.mpc-hc.org/ticket/1673

I can't help you with this. You just have to hope that the developers of MPC-HC will one day implement this.

All I can suggest is to use a proper audio player such as Winamp or Foobar. Those support .cue files and have much better playlist functionality.