Set Cursor Brush not Visible out of Editor

We set the cursor to a rectangular brush in out inventory to do a somewhat different Drag-n-Drop that UE4 has built in.
We have the normal cursor, then when the user clicks on an item, we change the cursor to a Brush that is a small picture of the item. When they click to place it we remove the cursor Brush and put the item in the inventory.

In the editor it works fine.

Running the game outside the editor makes the cursor be invisible after we set, until we set it back to the original cursor.

How can we fix this?