https://bugs.winehq.org/show_bug.cgi?id=56216
--- Comment #5 from Yao Mitachi yaomtc@protonmail.com --- The cursor does disappear correctly in GNOME. Seems that issue is specific to Plasma/KWin. I'll file a bug report there.
The other issue I made in my comment below did occur in GNOME as well, though. Should I create a separate issue for that?