When using the Set Input Mode Game function, during gameplay, clicking outside any UMG widgets makes the cursor disappears (but the cursor still interacts with the Widgets - Just not showing).
I was able to reproduce the issue with the cursor still interacting with the widget though it was not showing on screen. I have written up a report ( UE-9627) and I have submitted it to the developers for further consideration. I will provide updates with any pertinent information as it becomes available. Thank you for you information and time.
After setting the input mode to UI only or Hybrid you should also Set ShowMouseCursor to true on the player controller.
This isn’t really a bug simply a case where the settings don’t make sense together.
I’m hoping to deprecate the bShowMouseCursor bool as well as make the Input modes change this setting automatically.
These changes should make this kind of issue much harder to run into.