Show Mouse Cursor Ruins Input?

It’s somehow interfered with by Mouse Capture. I’m having the same issue, where I need to show mouse cursor and select actors with it, but it doesn’t work unless I press RMB first to Capture, and then LMB to select. If I press LMB right away, the Mouse Capture kicks in, but it consumes this input, so selection doesn’t work.
I’ll stick around to see is someone can help.