Mouse cursor is not shown in VirtualBox v6.1.2 r135662 when mouse integration is disabled

The cursor is not shown in VirtualBox when mouse integration is disabled and the Guest Additions are installed, regardless whether the mouse is captured. This happened when the auto-capture keyboard option is off.

Steps to reproduce the bug

This bug does not always reproduce, but here are the steps:

1. Install ReactOS and reboot.
2. Install Virtualbox Guest Additions and reboot.
3. Open some windows, including the start menu.
4. Disable mouse integration and "auto-capture keyboard".
5. Let the machine grab the mouse

System Information

Virtualbox: Version 6.1.2 r135662 (Qt5.11.3)

Host machine: Debian stable (amd64), kernel version 4.19.0-8-amd64

ReactOS version: 0.4.12 (Build 20190920-0.4.12-release-0-g5ad5272.GNU_4.7.2)