https://bugs.winehq.org/show_bug.cgi?id=48322
--- Comment #26 from Sveinar Søpler cybermax@dexter.no --- (In reply to Luca Boccassi from comment #25)
This seems to be fixed in 5.5, although I do not see anything related in the changelog.
It is still not fixed for me with <=5.8 unless i tick the "Automatically capture the mouse in full-screen windows" option when using World of Warcraft "Retail 8.3" tho.