I assume you are using a command file (bat) to simplify the process to just drag n drop.
Are you okay with working with the terminal because that is how i converted mine. Also I am using Linux and I remember .bat files are for Windows, so you're mileage may vary. On linux, I followed this
guide. What it basically tell you to is to get the chdman library (what convert cue bin to chd) in one way or another (on linux is installing MAME tools, but I think Windows is different) then run a command to tell chdman to look at the cue file to know what bin file then convert to chd. If you open the bat file in notepad (or any text editor) you'll probably find that command in there.
If you're uncomfortable with code and terminal. I suggest trying
namDHC (chdman backward

). It is a Windows front-end for chdman so you do not have to fiddle with any code or terminal. I have used it before on Windows. In my experience, the UI might be a bit overwhelming (and sometimes the window rendered weird if you have some weird display settings) but I always got 100% success rate and the default settings are okay out of the box.You can easily find guides and tutorials about it online if there are things you're confused about.