I have a gtx 960 graphics card and intel core i5-4690 processor(i don't know if that is relevant but i'll write it anyway), and yes I am using mouse+keyboard. Have tried with and without the pad connected and it's the same.
I tested it a bit and when i have full screen it seems like the mouse sprite works normally but the hit box moves slower than the sprite which makes them totally disconnected. It is like this everywhere, not just in the options menu, except when you're playing but then you don't see the normal sprite anyway.