I feel quite ashamed that I couldn't find this out myself, but here's the problem:
I assign two Hot Cues in Track 1, then I assign two Hot Cues in Track 2.
Then I play Track 1. Once I press Hot Cue A it jumps to Hot Cue A of Track 2.
All I want is to call the Hot Cues of the song which is actually playing right now.
How can I achieve this? I tried a lot including CUE/LOOP CALL <, > but that didn't change the behaviour.