I simply do not profess to know how or why MS OS operates at that level. I can hazard a guess at the usual writing an OS that works on 100's of device opposed to a handful or even it's up to app developers to use the latest functions available.Why just "certain apps"? Why the inconsistency? Doesn't Windows know how to manage its own UI?
I'm sure there are similar inconsistences on apps in MacOS as IOS I am surprised it's not in the Edge browser and some other utilities that allow text input. But by and large these are very small boxes for text input, maybe they thought it to trivial to implement
However that does not detract that in the main productivity software MSOffice suite, Wordpad and even notepad, paint, and file explore to note a few the mouse cursor behaves the same as MacOS (ie the way you like it where it disappears)
Had you not mentioned it like most I would of not even noticed