https://bugs.winehq.org/show_bug.cgi?id=13683
--- Comment #40 from Christopher Thielen cthielen@gmail.com --- I've confirmed this bug is due to a missing WM_CAPTURECHANGED message that Wine fails to send near the beginning of execution. The lParam of the message matches the HWND of u9.exe's window.
Windows XP (and likely others) send this message while Wine does not. Forcing Wine to send this message causes the cursor to appear correctly during gameplay.
I'm currently investigating where Wine is supposed to be sending this message. Simple WM_CAPTURECHANGED test examples don't seem to exhibit any incorrect behavior so far.
Note the WM_CAPTURECHANGED message does _not_ happen everytime the cursor is supposed to be shown - it's simply fired off once toward the beginning of execution and this apparently tells u9.exe to load or use the missing cursor.