Hi,
thanks for your interest.
What OS and Java version are you running on? For me (Linux, Oracle JDK 8) the cursor does not behave that way, it behaves normally.
Anyway, you can try setting a different Look and Feel as described
here by editing the [HAX_HOME]/bin/hax.sh or [HAX_HOME]/bin/hax.bat file. Just add the Look and Feel override parameter to the line that starts "JAVA_OPTS" (the one WITHOUT the # or "rem" on start.
Cheers