Bug from Github: https://github.com/Unity-Technologies/InputSystem/issues/372
Original in forum: https://forum.unity.com/threads/cant-hide-the-cursor.607762/

Repro:
1. Download the latest ISX Stable: https://github.com/Unity-Technologies/InputSystem/tree/stable
2. Open it with Unity 2018.3.XXX.
3. Set Input Handling to Input System (preview)
4. Add attached script
5. Build Windows Standalone Player
6. Observe the cursor

Expected: The cursor is completely invisible.
Actual: the cursor stays in the middle of the Player

Note: this issue ONLY happens when using "Input System (preview)" as Input Handling. It does not happen when using "Both".
And it ONLY happens in standalone Player, not in Editor.

How to use the script: Pressing ESC to show and free the cursor. Pressing left mouse button inside the Player window to lock and hide it again.