Any other system has a cursor hide feature that games/applications opt into. Everything else should have the compositor overlay the cursor
This is particularly important because most applications aren't designed to render at monitor framerate, whereas games make an exception because they tend to be full screen applications & tend to render at a high framerate already
My understanding is that most modern games use the OS capabilities for drawing their custom cursor to the screen instead of just hiding it and drawing their own with custom code. The reason for this is that you don't want the cursor to lag when the game experiences delays or when the framerate is poor. Off the top of my head, Crysis was an example of a game that did this wrong, as the cursor would get really choppy in game menus when the framerate was poor.
This is inconvenient for someone writing a custom client as it is yet another feature to support, but it really doesn't matter for anything that involves framerates unless you start to change the cursor every frame or so. Normally you will just respond to events and it takes a bunch of work and it is irritating you have to do it, but it isn't computationally costly as it typically won't happen often.
