For information, this was because bin and cue files are by default mapped with videos and music extensions, which is what is loaded and thus fails.
In order to remove this mapping, you need to add this to your advancedsettings.xml :
Code
<advancedsettings version="1.0">
<videoextensions>
<remove>.bin|.img|.iso|.zip</remove>
</videoextensions>
<musicextensions>
<remove>.cue|.zip</remove>
</musicextensions>
<pictureextensions>
<remove>.zip</remove>
</pictureextensions>
</advancedsettings>
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And then you will be able to load cue/bin files via PSX ReARMed