I've been messing around with this as well for years... And my conclusion is - nope. You can't do it (easily).
You might want to set the DMX sliders to "Smooth Change" by right-clicking on each one and changing this setting. The issue you will have, however, is that that the par will fade in/out, but the cycle repeats until you manually stop the cue.
There needs to be a "duty cycle" for DMX steps. This would allow you to set how many loops the cycle plays for. This exists for laser cues, but not DMX cues. This would be a great feature though. It exists in several other DMX software platforms.