Reproduction steps:
1. Open the attached “BugRepro” project
2. Click File > Build
3. In the Build folder, open the Terminal, and launch the Build with the "-mode host" argument
4. In Player, hold RMB and drag the mouse outside the Player window
5. Observe that the mouse appears outside the Player window
6. While still holding RMB, drag the mouse inside the Player window
7. While still holding RMB, drag the mouse outside the Player window
8. Observe that the mouse does not appear outside the Player window

Expected result: Mouse should not appear outside the Player window at all while Cursor.lockState is set to Locked
Actual result: Mouse appears outside the Player window the first time, while Cursor.lockState is set to Locked

Reproducible with: 2020.3.45f1, 2021.3.19f1, 2022.2.5f1, 2023.1.0a10, 2023.1.0b2
Not reproducible with: 2023.1.0a1, 2023.1.0a9
Couldn’t test with: 2022.2.6f1 - 2022.2.8f1, 2023.1.0b3 - 2023.1.0b5, 2023.2.0a3 (Couldn’t test, because Input System 1.4.4 is not supported, but 1.5 doesn’t work with the Input Actions files)

Reproducible on: Ubuntu 22.04
Not reproducible on: Windows 10 Pro 22H2

Note: Tested everything with Input System 1.4.4