It's obvious that AP's lack of cross-references as capable as MS Word, or Open Office, is a deal-breaker for a specific group of users - technical and academic writers. If AP has a native scripting capability, perhaps it could be used to automate the tedious manual method of using links that's been mentioned. Alternatively, this missing feature could be a great opportunity for a third-party developer to create a cross-reference plug-in, then license it to Serif when it's proven its value.
If the criticism of InDesign's running headers is that they don't capture heading hierarchies (bread crumbs) like FrameMaker, dtp.com offers a capable cross-reference plug-in.