Actually, I lie.
I get a different set of cursors when I use the official binaries, rather than my own source install.
Now, I know the official binaries bundle various libraries, themes, etc. necessary for calibre to run. But why those should include icon cursors? I don't know.
Maybe it's just telling the OS to use a different cursor when using the binaries? I don't know.
This is more barebones stuff than I am familiar with.