I change the cursor’s shape many times during my game.
But whenever I make a build with Run In Background settings set to false the cursor is stuck as window’s white regular cursor.
The settings can be found in:
Project settings => Player => Resolutions And Presentation => Run In Background
Show us how you change the cursor, there are two ways of doing so if I recall correctly. Alternatively you can try a “fake” cursor as an alternative by having a sprite on a canvas which you set to the cursor position (anchored top left) and disable the default cursor.
Does the cursor change back when you actually click on the game-window? Of course the windows cursor will be shown when the game window is not in focus.