To reproduce:
1. Open attached Unity project "icon.zip"
2. Open "Shooter mechanic" scene
3. Undock Game window
4. Go into Play mode
5. hold alt to enable cursor
6. Click around the corner of the Game window

Result: Clicking around the corner makes the cursor disappear while still holding alt. Also sometimes the whole window just moves into a random place offscreen (see attached gif "Gamewindow.gif)

Regression first introduced in: 2017.1.0b3
Not reproduced on: 5.6.3p4, 2017.1.0b1
Reproduced on: 2017.1.0b3, 2017.1.2p1, 2017.2.0f3, 2017.3.0b5

Note: prior to 2017.1.0b3 holding alt and clicking around did not make the cursor disappear but relocate itself to the middle of the Game window (see attached gif "relocate.gif")