Again, your disk images should only be 1 cue per game disk (not game). If you have multiple cue files for a single disk (not game) then you disk image is crap and should be replaced. If you have good disk images (ie: ReDump) then each game disk will only have a single cue + bin(s). Also, generally speaking games with multiple bin files should be kept that way, merging the bins into a single bin can break the game. It won't necessarily break the game to make it unplayable but it can break audio or other parts of a game, they are broken into bin files for a reason.
CDMage has had only one use in my time with emulation and disk images, and that was to fix busted Saturn images that aren't from ReDump or Dark Water.
If you want to convert to make your collection simpler then convert to chd.