User Interface -> Default Cursor BP shows in PIE but not in packaged builds

I’m using a custom 4.12.5 source build.

I changed the Default Cursor to a simple widget BP image by going into Project Settings -> User Interface -> Default Cursor.

It works fine in PIE and standalone where the cursor will change to my custom image, but in a packaged build, the cursor is the default windows cursor.

Bug? Obscure setting I have to use? Help?