I just heard back from the developers on this request and unfortunately, it will not be possible. With the new video engine that allows for the playback of the multiple objects, (videos, images and other objects) we lost the ability to have the "Cue to Cue" transitions when "Inherit BG" is used.
The only solutions to the issue are the options I provided earlier. If you are using a video as the BG, add a blank at the end. If you are using Images or Colors, apply the same to all cues.
Sorry I don't have the answer you were hoping for.