Hi JMC --
It sounds like your cue might still have a go action assigned to it that is set to fade out the cue.
Several of the preset buttons in Cue Edit configure both the Fade Out Time of the cue and for convenience add a fade out go action as well. This is intended to give you options - either let the cue play out to its full duration (at which point the automatic fade out occurs), or optionally trigger a GO mid-cue to fade out on-demand.
Sometimes people want no fade out at the end of the cue but the option to trigger a fade out mid-cue, etc -- which is why the cue "Fade Out Time" and go actions are two separate concepts, each with their own durations.
You can scroll down a bit farther in the Cue Edit screen to the "Go Actions" section and set the duration of your go action to 0:00 so that it does an immediate fade instead.
Brent