Linked Cues & Forever Question

According to the manual, when a delay of "forever" is selected, a series of linked cues will loop "indefinitely until you press the Go key." Taking this at face value one would expect that at the press of the Go key, the loop would be exited and the next cue ensue. I find that this doesn't happen with the loop series I have created. In fact, nothing happens when the Go key is pressed...the loop continues to run. This created a dilemma for me...until I discovered that entering a wait time of 0s on the cue following the link will enable it to exit the loop and indeed Go to the next cue. Just curious as to if this is the correct way to do it...or did I miss something in the setup of the linked series of cues...or does the manual's instructions on linked cues, which fail to mention that little tidbit, leave a bit to be desired?