What are others doing in order to make sure that looped playback picks up those stray notes that are just before the beat? Like many things in Cubase there are a few ways to do this depending on precisely what it is you want to do.
You can just turn snap off to move the locator, as ggc suggests, since the suspend snap function doesn't apply to locators. (Default key "j")
For the use you describe here, I would guess "Locators to Selection" ("p") would be useful though you would have to open a midi editor to select notes.
My earlier suggestion assumed you wanted to move the left locator back by an amount you would eyeball each time, but this way you get the loop precisely enclosing the selected midi events. (and then you could go back to the Project view.)