As you say yourself, CMF is a MIDI format. OpenMPT can import standard MIDI files for the sake of data exchange with other music software (e.g. for remixing purposes). OpenMPT's MIDI import is inherently lossy and does not support many features you will find in standard MIDI files, and trying to import CMF files would result in the very same limitations. As you say yourself, you want this support because other options do not sound correct in your opinion - adding CMF support to OpenMPT would not fix that.

Winamp plugins are supported by many other media players (e.g. XMPlay), so you can use the AdPlug Winamp plugin in other environments outside of Winamp as well. (and a Winamp fork/alternative by a previous Winamp developer is still being actively developed here: https://getwacup.com/ - but that's besides the point.)

OpenMPT (or any pattern-based tracker really) is not the correct environment to attempt to play MIDI-like files 100% accurately.