To feed into this, you need an entire game loop. You will find if you add an intro movie to your project, such as a cutscene or logo, place your hardware set cursor code on the construction of your first widget or any where else appropriate, the behaviour you get will be… Player loads game - black screen as movie loads, cursor displays (non hardware), movie plays, player clicks to skip or movie ends naturally and then the next screen your widget will display hardware cursor and for every screen onwards. This closed loop is probably why Epic have never changed this behaviour.