My idea was to create a fast train that would use the Cube as fuel, as well as delivering the Cube to where it is needed for processing. This idea was crossed by the behaviour that the Cube starts being consumed a tiny bit when driving the first (kilo-) metres, and is then not removable from the locomotive without picking up the locomotive.

Is that a bug, or is it the intended behaviour of the mod?

I’m not using any other mods, other than the three marked as required by this mod.

There is a tech in the technology tree that allows to use the cube fuel bonus when it is sitting in a wagon rather than the locomotive fuel slot. That's exactly to avoid this issue.