I have found that for some non-Steam games (chiefly GOG games), when they are luanched from the Linux Steam client, the mouse cursor will disappear after you click on something. I have also found that disabling the Steam overlay doesn't help much.
The work around that I have found to work, at least with Gnome Shell, is to switch out of the game window and then back into it. After doing this the cursor should no longer disappear.
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