I agree on this.
As a workaround, i use the fantastic application Keyboard Maestro in combination with Cubase:
I made a Macro in Keyboard Maestro with which i can hit a key shortcut on my computer keyboard and then it sends Shift+Alt+leftmouse click to Cubase.
Sidenote: In Reaper DAW, you can just leftmouse click on an event (no key modifiers needed) and it places the Cursor at that very same clicked position.You even have the option if the event also becomes selected or not.
I already feature requested the implementation of the insane powerful “Mouse Modifiers” concept which Reaper has, also in Cubase.
Reaper is the only DAW that has such an extensive flexibility and arsenal regarding mouse actions in combination with all kinds of key modifiers that work on an event.
If you are a Cubase user and you are into creating superfast workflows regarding functionality applied on an Event than you could only dream of such a powerful “Mouse Modifiers” concept implemented in Cubase (and yes: I Am A Dreamer) 
Warm Regards.