I know this isn't a coded test, bot The Sims 2 behave in this way. This was previously stated WAY back on this list.

Stefan Dösinger wrote: 
Hi,
  
This is my first patch. It allows icons to be loaded as cursors because
it defaults hotspots to x = 0 and y = 0 if the hotspot isn't found.
Pasting patch into body of message. This is against the latest git .
    
I recommend to write a test case to show that Windows behaves in the same
way.