To reproduce:
1. Open the attached project
2. Open scene1
3. Enter play mode - the cursor is changed by the Test script on start(). The problem is that the cursor gets changed back to the default one almost instantly (but the changed cursor can be seen for half a second if you look closely)

What should happen - the cursor should get changed permanently or not get changed at all

This can be workarounded by changing the cursor a few moments after the start

Everything works fine in the standalone build