Yes, I solved the issue of files not looping. But during testing I did that “3 files one after another” test with the cycle region and noticed the clicks during normal playback, when files were adjecent to each other - as opposed to just one file selected in a cycle region. And that’s what I meant, that, in a different case from yours, I noticed the playhead not playing accurately what’s selected. Just to acknowledge that I, too, think there’s something fishy.
If you base a part of your edit operations and decisions on your ears, you start messing with the selection, cutting parts out that are too short or inaccurate. That means you cannot trust the playhead and what you hear.
I remember a year or so back, when I edited really really short sounds (short laser blasts), with short fades to avoid clicks in the audio, that I could hear them as they were supposed to sound in the arrange window, but when I exported them, the fades did not get rendered. The sounds clicked and popped. Another example of Nuendo outputting something else than what you see / what you hear. I don’t know if this is related or if it has been fixed since (I didn’t have to create such short sounds since then). But a strange feeling remains that you cannot trust what you see and hear in the arrange window vs. when played vs. when exported.