How to reproduce:
1. Open the attached "IN-87477" project
2. Open the "SampleScene"
3. Enter Play mode
4. Click somewhere inside the Game window
5. Observe the cursor visibility

Expected result: The cursor becomes invisible after the Game window gains focus
Actual result: The cursor remains visible even when the Game window gains focus

Reproducible in: 2021.3.45f1, 2022.3.51f1, 2023.3.0b10
Not reproducible in: 6000.0.24f1, 6000.1.0a2
Fixed in: 6000.0.0b11

Reproducible on: Windows 11
Not reproducible on: No other environments tested

Notes:
• The official Unity documentation states that "The cursor is invisible in [Locked] state, regardless of the value of Cursor.visible," which contradicts the observed behavior (See [https://docs.unity3d.com/ScriptReference/Cursor-lockState.html|https://docs.unity3d.com/ScriptReference/Cursor-lockState.html])
• The bug persists in both Editor and built applications