http://bugs.winehq.org/show_bug.cgi?id=13683
--- Comment #34 from Christopher Thielen christopher@thielen.co --- Just keeping this bug updated with some more results:
Cross-compiling Wine's D3D9 implementation and running it on Windows XP does _not_ exhibit the missing cursor bug, so the cursor is missing under Wine for reasons not strictly related to Wine's D3D implementation.
For whatever reason yet to be investigated, the code paths between WinXP and Wine differ such that Ultima IX's resource loader is not working correctly.