How to reproduce:
1. Open the attached “IN-106237” project
2. Ensure the Splash Screen is disabled (Edit > Project Settings > Player > Splash Image > Show Splash Screen)
3. Build and run the project
4. Observe the result

Expected result: The custom cursor appears in the build
Actual result: The cursor appears constantly loading

Reproducible with: 6000.2.0a2, 6000.2.0b8, 6000.3.0a1
Not reproducible with: 2021.3.51f1, 2022.1.0a1, 2022.3.64f1, 6000.0.52f1, 6000.1.10f1, 6000.2.0a1

Reproduced on: Windows 10 (user reported), Windows 11
Not reproduced on: No other environment tested

Notes:
- Enabling the Splash Screen fixes the issue
- The custom cursor works in Play mode