On the computer running 4 clients:
Sometimes, the game mouse cursor shows only as the windows desktop cursor, rather than the game cursor.
This is just a cosmetic issue, and cursor still functions to control each game client.
One the computer running 1 client:
After Alt-Tabbing, only the windows desktop cursor is displayed, and all game cursor functionality is gone.
This requires Alt-Tabbing back to the desktop, closing the game, and restarting.