You have to enable Unicode cue files, otherwise the program uses Ansi (both when making them from 'Read' mode and the 'Create CD CUE File' feature).
If the CUE contains CD-Text I don't think the CDT file is parsed at all. And even then, I've never seen a CDT with unicode data in it.
If you have one (a unicode CDT), PLEASE send it to me! Being from the UK, I don't really come by foreign discs all that often - and by 'often' I mean 'ever' !