If you look up for a song through Songs and then select, you can import it and add it to your Cue List. A confirmation that the song has been added would be nice.
Yes, the current ways of adding songs to the cue list are limited. It would be good to be able to add them from various contexts, including drag and drop from search or direct from edit song screen.
Sorry, just a follow up here. My mistake, you can drag and drop songs from the search into the cue list, but only, it seems currently, when you don't have a completely empty cue list!
However, I don't think it's possible to add the song your editing from the edit song screen to the cue list directly.