it's been a while since I opened CUE sheets in Mp3Tag, but last time I did (around version 3.03) it worked as expected. That means when opening a CUE sheet, Mp3Tag would display the contained list of tracks and I was able to copy the tags and paste them on the corresponding files.
I tried this again with version 3.07 (and also 3.07b dev build) and when I open a CUE sheet now, it simply shows a single entry with the file name of the CUE sheet.
I checked the release announcements for version 3.02 - 3.07 to see if CUE sheets were mentioned, and didn't find anything. That makes me assume it might be a bug.
So as simple step-by-step summary:
- Select File -> Open playlist/cuesheet
- Open any cuesheet
Expectation: The contained track list in the CUE sheet is displayed
Reality: The CUE sheet itself is shown as a single entry