Battle Assault 3 is a CD image so its a bin/cue, change it back to a bin and check the cue in notepad, make sure the cue matches the bins filename.

Battle Assault 3 is a redump image so it was proper out of the box ready to run.

Its been awhile since I used PCSX2 but I'm pretty sure it accepts .cues if not just show all files when loading it in PCSX2 and chose the .bin and it should run.