How are you saving your files? If you save in wave format all your cue info remains in the PK files and you don't lose them. If you save in MP3 or other formats it can't save the cue info. Other than that if you select a part of a file and move it to a new work space you lose all cue info but if you just save a copy of the entire file as a wave file if will copy your cue points as well. I don't know any way around this honestly but that doesn't mean it can't be done.
To do something you've never done, you have to do something you never did.