How to set UTF-8 encoding without BOM for CStdioFileEx?

Question

I try to read a file via MFC:

CString string;
CStdioFileEx gameFile;
bool have_file = false;
if (PathFileExists(filePathsAndNames[i].first + L"\\main.lua"))
{
    gameFile.Open(filePathsAndNames[i].first + L"\\main.lua", CFile::modeRead);
    have_file = true;
}
else if (PathFileExists(filePathsAndNames[i].first + L"\\main3.lua"))
{
    gameFile.Open(filePathsAndNames[i].first + L"\\main3.lua", CFile::modeRead);
    have_file = true;
}
if (have_file)
{
    gameFile.SetCodePage(CP_UTF8);
    CString game_name;
    CString game_name_en;
    CString game_author;
    CString game_version;
    const int MAX_STR_CNT = 5; //не больше этого количества строк от начала
    int curr_str = 0;
    while (gameFile.ReadString(string)) {
        ...
    }
}

When a file has UTF-8 encoding without a BOM, the readString() method skips near two, three characters in the first line. When the file has UTF-8 encoding with a BOM, all is ok.

How can I fix it?

Is it an issue which I should report to Microsoft? If yes, how can I do it?